Search results for "Path following algorithm"
showing 2 items of 2 documents
Generalizing LARS algorithm using differential geometry
2009
We propose a path following algorithm for generalized linear models that can be considered a differential geometric generalization of the LARS algorithm. In our approach we use differential geometry to generalize the equiangular condition on which is based the LARS algorithm and then we use a predictor-corrector method to compute the solution path of the coefficients.
Differential geometric least angle regression: a differential geometric approach to sparse generalized linear models
2013
Summary Sparsity is an essential feature of many contemporary data problems. Remote sensing, various forms of automated screening and other high throughput measurement devices collect a large amount of information, typically about few independent statistical subjects or units. In certain cases it is reasonable to assume that the underlying process generating the data is itself sparse, in the sense that only a few of the measured variables are involved in the process. We propose an explicit method of monotonically decreasing sparsity for outcomes that can be modelled by an exponential family. In our approach we generalize the equiangular condition in a generalized linear model. Although the …