array(2) { ["lab"]=> string(4) "1409" ["publication"]=> string(5) "12510" } Regularization path for linear model via net method - Liang Yong | LabXing

Regularization path for linear model via net method

2012
会议 International Conference in Swarm Intelligence
We investigate a net regularization method for variable selection in the linear model, which has convex loss function and concave penalty. Meanwhile, the net regularization based on the use of the Lr penalty with r ≤1. In the simulation we will demonstrate that the net regularization is more efficient and more accurate for variable selection than Lasso.

  • 页码 414-421
  • Springer, Berlin, Heidelberg