2008 RegularizationPathsandCoordinat

• (Hastie et al., 2008) ⇒ Trevor Hastie, Jerome Friedman, and Rob Tibshirani. (2008). “Regularization Paths and Coordinate Descent.” In: Proceedings of the 14th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining (KDD-2008). doi:10.1145/1401890.1401893

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• http://scholar.google.com/scholar?q=%22Regularization+paths+and+coordinate+descent%22+2008
• http://portal.acm.org/citation.cfm?doid=1401890.1401893&preflayout=flat#citedby

Quotes

Abstract

In a statistical world faced with an explosion of data, regularization has become an important ingredient. In a wide variety of problems we have many more input features than observations, and the lasso penalty and its hybrids have become increasingly useful for both feature selection and regularization. This talk presents some effective algorithms based on coordinate descent for fitting large scale regularization paths for a variety of problems.

References

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	Author	volume	Date Value	title	type	journal	titleUrl	doi	note	year
2008 RegularizationPathsandCoordinat	Jerome H. Friedman Trevor Hastie			Regularization Paths and Coordinate Descent				10.1145/1401890.1401893