Regularization Paths for Generalized Linear Models via ...

hastie.su.domains

class) logistic regression and multinomial logistic regression. Comparative timings are presented in Section 5. 2 Algorithms for the Lasso, Ridge Regression and the Elastic Net We consider the usual setup for linear regression. We have a response vari-able Y 2R and a predictor vector X 2Rp, and we approximate the re-

  Linear, Model, Vector, Regression, Linear regression, Path, Generalized, Paths for generalized linear models