Least-Angle Regression Algorithm

A Least-Angle Regression Algorithm is a linear regression model selection algorithm that ...

• See: Lasso Regression, Chi-Squared Statistic, Linear Regression, Model Selection Algorithm.

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References

2011

• http://www.quora.com/What-is-Least-Angle-Regression-and-when-should-it-be-used
  • QUOTE: Least Angle Regression (aka LARS) is a model selection method for linear regression (when you're worried about overfitting or want your model to be easily interpretable).

2004

• (Efron et al., 2004) ⇒ Bradley Efron, Trevor Hastie, Iain Johnstone, and Robert Tibshirani. (2004). "Least Angle Regression." The Annals of statistics 32, no. 2

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