Abstract
We propose a path following algorithm for generalized linear models that can be considered a differential geometric generalization of the LARS algorithm. In our approach we use differential geometry to generalize the equiangular condition on which is based the LARS algorithm and then we use a predictor-corrector method to compute the solution path of the coefficients.
Lingua originale | English |
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Pagine | 189-192 |
Numero di pagine | 4 |
Stato di pubblicazione | Published - 2009 |