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Addendum: Regularization and variable selection via the elastic net

โœ Scribed by Hui Zou; Trevor Hastie

Book ID
111038913
Publisher
Blackwell Publishing
Year
2005
Tongue
English
Weight
29 KB
Volume
67
Category
Article
ISSN
0952-8385

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Regression by L1 regularization of smart
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โœ Cajo J. F. ter Braak ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 559 KB

## Abstract This paper proposes a regression method, ROSCAS, which regularizes smart contrasts and sums of regression coefficients by an __L__~1~ penalty. The contrasts and sums are based on the sample correlation matrix of the predictors and are suggested by a latent variable regression model. The