1.9k citations · 3.6k across the 13 of their papers we have counts for
Showing 2018 · stat.MEShow all
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stat.ME2018
Principal component-guided sparse regression
J. Kenneth Tay, Jerome Friedman, Robert Tibshirani
We propose a new method for supervised learning, especially suited to wide data where the number of features is much greater than the number of observations. The method combines th…
stat.ME2018★ 1 cited
A Pliable Lasso
Robert Tibshirani, Jerome Friedman
We propose a generalization of the lasso that allows the model coefficients to vary as a function of a general set of modifying variables. These modifiers might be variables such a…