Construct · 1 fields · 1 citations

least angle regression: a standalone construct

One name. One construct. A landmark on the map.

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Statistics

a forward model-building algorithm that moves coefficients along a path equiangular to the active predictors, closely tied to the lasso solution path.

In statistics, least angle regression refers to a forward model-building algorithm that moves coefficients along a path equiangular to the active predictors, closely tied to the lasso solution path. This meaning comes from Efron (2004) in The Annals of Statistics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

forward2 fields · 2 citationsjingle · one word, two constructs lasso1 fields · 1 citationsanchor · one construct, one field path3 fields · 3 citationsjingle · one word, three constructs

References

Efron, B., Hastie, T., Johnstone, I., & Tibshirani, R. (2004). Least angle regression. The Annals of Statistics, 32(2), 407-499. https://doi.org/10.1214/009053604000000067

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