A Fast and Scalable Pathwise-Solver for Group Lasso and Elastic Net Penalized Regression via Block-Coordinate Descent.
James YangTrevor HastiePublished in: CoRR (2024)
Keyphrases
- group lasso
- elastic net
- regression model
- variable selection
- multiple kernel learning
- model selection
- regression problems
- convex optimization
- cross validation
- sparse learning
- regularization parameter
- least squares
- linear models
- regularization term
- multi task
- linear regression
- low rank
- linear model
- maximum likelihood
- ridge regression
- feature selection
- loss function
- linear combination
- multi class
- kernel methods
- logistic regression
- active learning
- high dimensional
- support vector