A gradient descent algorithm for LASSO LASSO is a useful method to achieve the shrinkage and variable selection simultaneously. The main idea of LASSO is to use the L1 constraint in the regularization step. Starting from linear models, the idea of LASSO - using the L1 constraint, has been applied to various models such as wavelets, kernel machines, smoothing splines, multiclass logistic models etc.

References in zbMATH (referenced in 33 articles , 1 standard article )

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  1. Chen, Tuo; Su, Zhihua; Yang, Yi; Ding, Shanshan: Efficient estimation in expectile regression using envelope models (2020)
  2. De Gooijer, Jan G.; Zerom, Dawit: Penalized averaging of parametric and non-parametric quantile forecasts (2020)
  3. Le Thi, Hoai An; Le, Hoai Minh; Phan, Duy Nhat; Tran, Bach: Stochastic DCA for minimizing a large sum of DC functions with application to multi-class logistic regression (2020)
  4. Gao, Bin; Liu, Xu; Li, Hongzhe; Cui, Yuehua: Integrative analysis of genetical genomics data incorporating network structures (2019)
  5. Zhang, Yanfeng; Huang, Yunbao; Li, Haiyan; Li, Pu; Fan, Xi’an: Conjugate gradient hard thresholding pursuit algorithm for sparse signal recovery (2019)
  6. Daubechies, Ingrid (ed.); Kutyniok, Gitta (ed.); Rauhut, Holger (ed.); Strohmer, Thomas (ed.): Applied harmonic analysis and data processing. Abstracts from the workshop held March 25--31, 2018 (2018)
  7. Le Thi, Hoai An; Le, Hoai Minh; Phan, Duy Nhat; Tran, Bach: Stochastic DCA for sparse multiclass logistic regression (2018)
  8. Yuan, Xiao-Tong; Li, Ping; Zhang, Tong: Gradient hard thresholding pursuit (2018)
  9. Cloninger, Alexander; Czaja, Wojciech; Doster, Timothy: The pre-image problem for Laplacian eigenmaps utilizing (L_1) regularization with applications to data fusion (2017)
  10. Amato, Umberto; Antoniadis, Anestis; De Feis, Italia: Additive model selection (2016)
  11. Lee, Sangin; Kwon, Sunghoon; Kim, Yongdai: A modified local quadratic approximation algorithm for penalized optimization problems (2016)
  12. Pillonetto, Gianluigi; Chen, Tianshi; Chiuso, Alessandro; De Nicolao, Giuseppe; Ljung, Lennart: Regularized linear system identification using atomic, nuclear and kernel-based norms: the role of the stability constraint (2016)
  13. Zhao, Weihua; Zhang, Riquan: Variable selection of varying dispersion student-(t) regression models (2015)
  14. Groll, Andreas; Tutz, Gerhard: Variable selection for generalized linear mixed models by (L_1)-penalized estimation (2014)
  15. Yu, WenBao; Chang, Yuan-chin Ivan; Park, Eunsik: A modified area under the ROC curve and its application to marker selection and classification (2014)
  16. Chin, Hui Han; Madry, Aleksander; Miller, Gary L.; Peng, Richard: Runtime guarantees for regression problems (2013)
  17. Neubauer, Jiří; Veselý, Vítězslav: Detection of multiple changes in mean by sparse parameter estimation (2013)
  18. Tutz, Gerhard; Petry, Sebastian: Nonparametric estimation of the link function including variable selection (2012)
  19. Wright, Stephen J.: Accelerated block-coordinate relaxation for regularized optimization (2012)
  20. Choi, Hosik; Yeo, Donghwa; Kwon, Sunghoon; Kim, Yongdai: Gene selection and prediction for cancer classification using support vector machines with a reject option (2011)

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