This is implementation Lasso with Coordinate Descent and LARS (Least Angle Regression).
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Updated
Apr 29, 2023 - Python
This is implementation Lasso with Coordinate Descent and LARS (Least Angle Regression).
Some popular regression and classification methods include least angle regression, coordinate descent algorithm for penalty regression and support vector machine.
subsample-order least-angle regression, a algorithm that performs quick, sparse, stable and accurate variable selection for ultrahigh dimensional data under complicated dependence structures, harsh irrepresentable conditions and high multicollinearity.
Code of the least angle regression solution path by hand for an example( p=5). Then we compute the solution path for a dataset and compare it with the LASSO path.
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