Posts tagged as:

variable

LARS and the lasso

May 28, 2009

I just came across a paper on LARS, the linear model selection algorithm that's sweeping the nation. The mathematically and/or masochistically inclined may view it here.* Ok, so it's not quite that popular, but it is being heralded as one of the biggest advances in linear modelling in a few decades - and that's saying a […]

1 comment Read the whole post →