Boosted Lasso Algorithm

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A Boosted Lasso Algorithm is a Lasso Algorithm within a Boosting Algorithm.

See: Nonparametric Learning Algorithm.

References

2006

Jianfeng Gao, Hisami Suzuki, and Bin Yu. (2006). "Approximation lasso methods for language modeling." In: Proceedings of ACL 2006 Conference. doi:10.3115/1220175.1220204

2004

(Zhao & Yu, 2004) ⇒ Peng Zhao, and Bin Yu. (2004). "Boosted Lasso." Tech Report, Statistics Department, U. C. Berkeley.
- ... In this paper, we propose a new algorithm Boosted Lasso (BLasso). ...

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