513 search results - page 2 / 103 » On Model Selection Consistency of Lasso |
CSDA
2007
13 years 5 months ago
2007
The Lasso is an attractive regularisation method for high dimensional regression. It combines variable selection with an efficient computational procedure. However, the rate of co...
JMLR
2010
13 years 10 days ago
2010
We propose a novel group regularization which we call exclusive lasso. Unlike the group lasso regularizer that assumes covarying variables in groups, the proposed exclusive lasso ...
CORR
2010
Springer
13 years 4 months ago
2010
Springer
We consider the problem of learning a coefficient vector x0 ∈ RN from noisy linear observation y = Ax0 + w ∈ Rn . In many contexts (ranging from model selection to image proce...
NIPS
1998
13 years 7 months ago
1998
Adaptive Ridge is a special form of Ridge regression, balancing the quadratic penalization on each parameter of the model. It was shown to be equivalent to Lasso (least absolute s...
IDA
2003
Springer
13 years 10 months ago
2003
Springer
This paper tackles the problem of model complexity in the context of additive models. Several methods have been proposed to estimate smoothing parameters, as well as to perform var...