Addendum: Regularization and variable selection via the elastic net
Addendum: Regularization and variable selection via the elastic net
H. Zou,T. Hastie
2005 · DOI: 10.1111/j.1467-9868.2005.00527.x
10,517 Citations
TLDR
The piecewise linearity of the lasso solution path was first proved by Osborne et al. (2000), who also described an efficient algorithm for calculating the complete lasso solutions path.
