Contrained Lasso
A review on "Algorithms for Fitting the Constrained Lasso"
May 1, 2020
I introduce the constrained lasso problem and path algorithm suggested by Gaines et al.(2018). Then I discuss the advantages of the path algorithm and three possible extensions on this work.
- Posted on:
- May 1, 2020
- Length:
- 1 minute read, 30 words
- Categories:
- Optimization Regularization
- See Also: