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- Lasso_(statistics) abstract "In statistics and machine learning, lasso (least absolute shrinkage and selection operator) (also Lasso or LASSO) is a regression analysis method that performs both variable selection and regularization in order to enhance the prediction accuracy and interpretability of the statistical model it produces. It was introduced by Robert Tibshirani in 1996 based on Leo Breiman’s Nonnegative Garrote. Lasso was originally formulated for least squares models and this simple case reveals a substantial amount about the behavior of the estimator, including its relationship to ridge regression and best subset selection and the connections between lasso coefficient estimates and so-called soft thresholding. It also reveals that (like standard linear regression) the coefficient estimates need not be unique if covariates are collinear.Though originally defined for least squares, lasso regularization is easily extended to a wide variety of statistical models including generalized linear models, generalized estimating equations, proportional hazards models, and M-estimators, in a straightforward fashion. lasso’s ability to perform subset selection relies on the form of the constraint and has a variety of interpretations including in terms of geometry, Bayesian statistics, and convex analysis.".
- Lasso_(statistics) wikiPageID "22349350".
- Lasso_(statistics) wikiPageLength "28309".
- Lasso_(statistics) wikiPageOutDegree "55".
- Lasso_(statistics) wikiPageRevisionID "707466678".
- Lasso_(statistics) wikiPageWikiLink Bayesian_statistics.
- Lasso_(statistics) wikiPageWikiLink Category:Regression_analysis.
- Lasso_(statistics) wikiPageWikiLink Category:Statistical_methods.
- Lasso_(statistics) wikiPageWikiLink Collinearity.
- Lasso_(statistics) wikiPageWikiLink Convex_analysis.
- Lasso_(statistics) wikiPageWikiLink Convex_hull.
- Lasso_(statistics) wikiPageWikiLink Covariate.
- Lasso_(statistics) wikiPageWikiLink Cross-validation_(statistics).
- Lasso_(statistics) wikiPageWikiLink Elastic_net_regularization.
- Lasso_(statistics) wikiPageWikiLink Feature_selection.
- Lasso_(statistics) wikiPageWikiLink File:L1_and_L2_balls.jpg.
- Lasso_(statistics) wikiPageWikiLink Generalized_estimating_equation.
- Lasso_(statistics) wikiPageWikiLink Generalized_linear_model.
- Lasso_(statistics) wikiPageWikiLink Geometry.
- Lasso_(statistics) wikiPageWikiLink Gradient_descent.
- Lasso_(statistics) wikiPageWikiLink Hypercube.
- Lasso_(statistics) wikiPageWikiLink Independence_(probability_theory).
- Lasso_(statistics) wikiPageWikiLink Inner_product_space.
- Lasso_(statistics) wikiPageWikiLink Invariant_(mathematics).
- Lasso_(statistics) wikiPageWikiLink Kronecker_delta.
- Lasso_(statistics) wikiPageWikiLink Laplace_distribution.
- Lasso_(statistics) wikiPageWikiLink Least-angle_regression.
- Lasso_(statistics) wikiPageWikiLink Least_squares.
- Lasso_(statistics) wikiPageWikiLink Leo_Breiman.
- Lasso_(statistics) wikiPageWikiLink Linear_regression.
- Lasso_(statistics) wikiPageWikiLink Lp_space.
- Lasso_(statistics) wikiPageWikiLink M-estimator.
- Lasso_(statistics) wikiPageWikiLink Machine_learning.
- Lasso_(statistics) wikiPageWikiLink N-sphere.
- Lasso_(statistics) wikiPageWikiLink Orthonormality.
- Lasso_(statistics) wikiPageWikiLink Overfitting.
- Lasso_(statistics) wikiPageWikiLink Proportional_hazards_model.
- Lasso_(statistics) wikiPageWikiLink Proximal_gradient_method.
- Lasso_(statistics) wikiPageWikiLink Regression_analysis.
- Lasso_(statistics) wikiPageWikiLink Regularization_(mathematics).
- Lasso_(statistics) wikiPageWikiLink Robert_Tibshirani.
- Lasso_(statistics) wikiPageWikiLink Rotation_(mathematics).
- Lasso_(statistics) wikiPageWikiLink Shrinkage_(statistics).
- Lasso_(statistics) wikiPageWikiLink Standard_score.
- Lasso_(statistics) wikiPageWikiLink Statistical_model.
- Lasso_(statistics) wikiPageWikiLink Statistics.
- Lasso_(statistics) wikiPageWikiLink Stepwise_regression.
- Lasso_(statistics) wikiPageWikiLink Stochastic_gradient_descent.
- Lasso_(statistics) wikiPageWikiLink Subgradient_method.
- Lasso_(statistics) wikiPageWikiLink Tikhonov_regularization.
- Lasso_(statistics) wikiPageWikiLink File:Laplace_pdf_mod.svg.
- Lasso_(statistics) wikiPageWikiLinkText "Absolute Shrinkage and Selection Operator".
- Lasso_(statistics) wikiPageWikiLinkText "LASSO (least absolute shrinkage and selection operator)".
- Lasso_(statistics) wikiPageWikiLinkText "LASSO estimator".
- Lasso_(statistics) wikiPageWikiLinkText "LASSO method".
- Lasso_(statistics) wikiPageWikiLinkText "LASSO regression".
- Lasso_(statistics) wikiPageWikiLinkText "LASSO".
- Lasso_(statistics) wikiPageWikiLinkText "Lasso (statistics)".
- Lasso_(statistics) wikiPageWikiLinkText "Lasso method".
- Lasso_(statistics) wikiPageWikiLinkText "Lasso regression".
- Lasso_(statistics) wikiPageWikiLinkText "Lasso".
- Lasso_(statistics) wikiPageWikiLinkText "Lasso_(statistics)".
- Lasso_(statistics) wikiPageWikiLinkText "group lasso".
- Lasso_(statistics) wikiPageWikiLinkText "lasso method".
- Lasso_(statistics) wikiPageWikiLinkText "lasso".
- Lasso_(statistics) wikiPageWikiLinkText "least absolute shrinkage and selection operator".
- Lasso_(statistics) wikiPageWikiLinkText "penalty".
- Lasso_(statistics) wikiPageUsesTemplate Template:Main.
- Lasso_(statistics) wikiPageUsesTemplate Template:Reflist.
- Lasso_(statistics) subject Category:Regression_analysis.
- Lasso_(statistics) subject Category:Statistical_methods.
- Lasso_(statistics) hypernym Method.
- Lasso_(statistics) type Software.
- Lasso_(statistics) comment "In statistics and machine learning, lasso (least absolute shrinkage and selection operator) (also Lasso or LASSO) is a regression analysis method that performs both variable selection and regularization in order to enhance the prediction accuracy and interpretability of the statistical model it produces. It was introduced by Robert Tibshirani in 1996 based on Leo Breiman’s Nonnegative Garrote.".
- Lasso_(statistics) label "Lasso (statistics)".
- Lasso_(statistics) sameAs Q20789991.
- Lasso_(statistics) sameAs Lasso_(statistiques).
- Lasso_(statistics) sameAs Q20789991.
- Lasso_(statistics) wasDerivedFrom Lasso_(statistics)?oldid=707466678.
- Lasso_(statistics) isPrimaryTopicOf Lasso_(statistics).