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math.ST2010★ 1 cited
Strong rules for discarding predictors in lasso-type problems
Robert Tibshirani, Jacob Bien, Jerome Friedman +4
We consider rules for discarding predictors in lasso regression and related problems, for computational efficiency. El Ghaoui et al (2010) propose "SAFE" rules that guarantee that…
math.ST2010★ 557 cited
The solution path of the generalized lasso
Ryan J. Tibshirani, Jonathan Taylor
We present a path algorithm for the generalized lasso problem. This problem penalizes the norm of a matrix D times the coefficient vector, and has a wide range of applicat…