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Stabilizing the lasso against cross-validation variability

Roberts, Steven; Nowak, Gen


An abundance of high-dimensional data has meant that L1 penalized regression, known as the lasso, has become an indispensable tool of the practitioner. A feature of the lasso is a "tuning" parameter that controls the amount of shrinkage applied to the coe

CollectionsANU Research Publications
Date published: 2014
Type: Journal article
Source: Computational Statistics and Data Analysis
DOI: 10.1016/j.csda.2013.09.008


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