A Survey of L1 Regression

L1 regularization, or regularization with an L1 penalty, is a popular idea in statistics and machine learning. This paper reviews the concept and application of L1 regularization for regression. It is not our aim to present a comprehensive list of the utilities of the L1 penalty in the regression se...

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Bibliographic Details
Main Authors: Vidaurre, D, Bielza, C, Larrañaga, P
Format: Journal article
Language:English
Published: 2013