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stat.CO2024
A Fast Coordinate Descent Method for High-Dimensional Non-Negative Least Squares using a Unified Sparse Regression Framework
James Yang, Trevor Hastie
We develop theoretical results that establish a connection across various regression methods such as the non-negative least squares, bounded variable least squares, simplex constra…
stat.CO2024
A Fast and Scalable Pathwise-Solver for Group Lasso and Elastic Net Penalized Regression via Block-Coordinate Descent
James Yang, Trevor Hastie
We develop fast and scalable algorithms based on block-coordinate descent to solve the group lasso and the group elastic net for generalized linear models along a regularization pa…