Variable Selection
Variable Selection
Bastian Goldluecke,Variational Method,6 Authors,Ashok Veeraraghavan
2019 · DOI: 10.1007/978-1-4419-9863-7_101617
9,778 Citations
TLDR
It is shown that the elastic net often outperforms the lasso, while enjoying a similar sparsity of representation, and an algorithm called LARS‐EN is proposed for computing elastic net regularization paths efficiently, much like algorithm LARS does for the lasso.