Cross validation in LASSO and its acceleration
We investigate leave-one-out cross validation (CV) as a determinator of the weight of the penalty term in the least absolute shrinkage and selection operator (LASSO). First, on the basis of the message passing algorithm and a perturbative discussion assuming that the number of observations is suffic...
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| Published in: | Journal of statistical mechanics Vol. 2016; no. 5 |
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| Main Authors: | , |
| Format: | Journal Article |
| Language: | English |
| Published: |
IOP Publishing and SISSA
31.05.2016
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| ISSN: | 1742-5468 |
| Online Access: | Get full text |
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