no code implementations • 24 Mar 2014 • Irina Gaynanova, James G. Booth, Martin T. Wells
Secondly, we propose an extension of this form to the $p\gg N$ setting and achieve feature selection by using a group penalty.
no code implementations • 21 Jan 2013 • Irina Gaynanova, James G. Booth, Martin T. Wells
We apply a lasso-type penalty to the discriminant vector to ensure sparsity of the solution and use a shrinkage type estimator for the covariance matrix.