The Reciprocal Bayesian LASSO

1 code implementation • 23 Jan 2020 • Himel Mallick, Rahim Alhamzawi, Erina Paul, Vladimir Svetnik

A reciprocal LASSO (rLASSO) regularization employs a decreasing penalty function as opposed to conventional penalization approaches that use increasing penalties on the coefficients, leading to stronger parsimony and superior model selection relative to traditional shrinkage methods.

Bayesian Inference Model Selection +2