Generalizing LARS algorithm using differential geometry

Risultato della ricerca: Other

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 originaleEnglish
Pagine189-192
Numero di pagine4
Stato di pubblicazionePublished - 2009

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