A Survey of L-1 Regression

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

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