Optimizing the Union of Intersections LASSO ($Uo{I}_{LASSO}$) and Vector Autoregressive ($Uo{I}_{VAR}$) Algorithms for Improved Statistical Estimation at Scale

Mahesh Balasubramanian, Trevor Ruiz, Brandon Cook +4

The analysis of scientific data of increasing size and complexity requires statistical machine learning methods that are both interpretable and predictive. Union of Intersections (…