Construct · 1 fields · 1 citations

group lasso: a standalone construct

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Statistics

a penalized regression that selects or drops predefined groups of coefficients together, such as all dummy codes of one factor.

In statistics, group lasso refers to a penalized regression that selects or drops predefined groups of coefficients together, such as all dummy codes of one factor. This meaning comes from Yuan (2005) in Journal of the Royal Statistical Society Series B: Statistical Methodology.[1]

Unit
Recovery means
Measured by

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Nearby constructs

factor3 fields · 4 citationsjingle · one word, three constructs group4 fields · 4 citationsjingle · one word, four constructs lasso1 fields · 1 citationsanchor · one construct, one field

References

Yuan, M., & Lin, Y. (2005). Model Selection and Estimation in Regression with Grouped Variables. Journal of the Royal Statistical Society Series B: Statistical Methodology, 68(1), 49-67. https://doi.org/10.1111/j.1467-9868.2005.00532.x

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