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stat.CO2026
Data-driven configuration tuning of glmnet for balancing accuracy and computational efficiency
Shuhei Muroya, Kei Hirose
The glmnet package in R is widely used for lasso estimation because of its computational efficiency. Despite its popularity, glmnet occasionally yields solutions that deviate subst…
stat.CO2025
Numerical optimization for the compatibility constant of the lasso
Kei Hirose
The compatibility constant plays an important role in evaluating the prediction error of the lasso in high-dimensional settings. However, the computation of the compatibility const…