arrow
返回

Regularization and variable selection via the elastic net

delete2005-03-09
delete1.4W
delete
OA
AI
H
Hui Zou
T
Trevor Hastie
DOI:10.1111/j.1467-9868.2005.00503.xdelete
delete原文链接
delete分享
delete收藏
查看原文
摘要

摘要

En 中文
We propose the elastic net, a new regularization and variable selection method. Real world data and a simulation study show that the elastic net often outperforms the lasso, while enjoying a similar sparsity of representation. In addition, the elastic net encourages a grouping effect, where strongly correlated predictors tend to be in or out of the model together. The elastic net is particularly useful when the number of predictors (p) is much bigger than the number of observations (n). By contrast, the lasso is not a very satisfactory variable selection method in the p>n case. An algorithm called LARS-EN is proposed for computing elastic net regularization paths efficiently, much like algorithm LARS does for the lasso.
Keyword:
grouping effect
LARS algorithm
Lasso
penalization
p >> n problem
variable selection
AI总结

AI总结

对已上传原文的论文进行重点信息的提取,主要内容包括:简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。

期刊

J
Journal of the Royal Statistical Society Series B-Statistical Methodology
IF:
3.6
论文数:
1.5K
被引数:
3.2W

机构

暂无机构信息
引用论文

引用论文

IL-9 and Th9 cells: progress and challenges
err2013-09-11
err0
errOAAI
errPicheng Zhao; Xiang Xiao; Rafik M. Ghobrial; Xian C. Li
err分享
err收藏
Least angle regression
err2004-04-01
err7.5K
errOAAI
errEfron, B; Hastie, T; Johnstone, I; Tibshirani, R
err分享
err收藏
Variable Activation of the DNA Damage Response Pathways in Patients Undergoing Single-Photon Emission Computed Tomography Myocardial Perfusion Imaging
err2015-02-01
err0
errOAAI
errWon Hee Lee; Patricia Nguyen; Shijun Hu; Grace Liang; Sang-Ging Ong; Leng Han; Veronica Sanchez-Freire; Andrew S. Lee; Minal Vasanawala; George Segall; Joseph C. Wu
err分享
err收藏
Advancements in traditional and nanosized flame retardants for polymers—A review
err2020-11-02
err0
errOAAI
errGhazal Vahidi; Dilpreet S. Bajwa; Jamileh Shojaeiarani; Nicole Stark; Amir Darabi
err分享
err收藏
学者 查看更多内容