Elastic Net Regularization Paths for All Generalized Linear Models

The lasso and elastic net are popular regularized regression models for supervised learning. Friedman, Hastie, and Tibshirani (2010) introduced a computationally efficient algorithm for computing the elastic net regularization path for ordinary least squares regression, logistic regression and mult...

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Bibliographic Details
Main Authors: J. Kenneth Tay, Balasubramanian Narasimhan, Trevor Hastie
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2023-03-01
Series:Journal of Statistical Software
Subjects:
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/4388
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