Browsing Department of Pure Mathematics and Mathematical Statistics (DPMMS) by Subject "Lasso"

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  • Modelling Interactions in High-dimensional Data with Backtracking 

    Shah, Rajen Dinesh (Journal of Machine Learning ResearchJournal of Machine Learning Research, 2016)
    We study the problem of high-dimensional regression when there may be interacting variables. Approaches using sparsity-inducing penalty functions such as the Lasso (Tibshirani, 1996) can be useful for producing interpretable ...