ET-Lasso: A New Efficient Tuning of Lasso-type Regularization for High-Dimensional Data

Yang, SS; Wen, JW; Zhan, X; Kifer, D

Yang, SS (reprint author), Penn State Univ, University Pk, PA 16802 USA.

KDD'19: PROCEEDINGS OF THE 25TH ACM SIGKDD INTERNATIONAL CONFERENCCE ON KNOWLEDGE DISCOVERY AND DATA MINING, 2019; (): 607

Abstract

The L-1 regularization (Lasso) has proven to be a versatile tool to select relevant features and estimate the model coefficients simultaneously and ha......

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