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Strong Rules for Discarding Predictors in Lasso-type Problems
Strong Rules Discarding Predictors Lasso-type Problems
2015/8/21
We consider rules for discarding predictors in lasso regression and related problems, for computational efficiency. El Ghaoui et al. (2010) propose “SAFE” rules, based on univariate inner products bet...
Strong rules for discarding predictors in lasso-type problems
discarding predictors lasso-type problems
2010/11/15
We consider rules for discarding predictors in lasso regression and related problems, for computational efficiency. El Ghaoui et al (2010) propose "SAFE" rules that guarantee that a coefficient will ...