1 code implementation • 27 Apr 2017 • Yaohui Zeng, Tianbao Yang, Patrick Breheny
However, with the ultrahigh-dimensional, large-scale data sets now collected in many real-world applications, it is important to develop algorithms to solve the lasso that efficiently scale up to problems of this size.
2 code implementations • 20 Jan 2017 • Yaohui Zeng, Patrick Breheny
Penalized regression models such as the lasso have been extensively applied to analyzing high-dimensional data sets.