Search results with tag "Group lasso"

The group lasso for logistic regression

Lukas Meier, Sara van de Geer and Peter Bühlmann Eidgenössische Technische Hochschule, Zürich, Switzerland [Received March 2006. Final revision July 2007] Summary.The group lasso is an extension of the lasso to do variable selection on (predefined) groups of variables in linear regression models. The estimates have the attractive property of

  Group, Peter, Sasol, Group lasso