Boosted Lasso Algorithm

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

• See: Nonparametric Learning Algorithm.

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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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