Regression shrinkage and selection via the lasso: a retrospective
By Robert Tibshirani. 2011
1,400 citations recorded by the source corpus.
Subfields: Control and Systems Engineering, Statistics and Probability
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Control and Systems Engineering
- Mehmet Caner
- Hao Guo
- Anders Bredahl Kock
- Kang Zheng
- Benson Mwangi
- Jair C. Soares
- Hongkai Yu
- Shayak Sen
In Statistics and Probability
- Eric B. Laber
- Marie Davidian
- Anastasios A. Tsiatis
- Yichi Zhang
- Michael R. Kosorok
- Anders Bredahl Kock
- Mehmet Caner
- Nathan Kallus
Citations in the corpus
- Using Decision Lists to Construct Interpretable and Parsimonious Treatment Regimes (2015, positive): “A LASSO penalty (Tibshirani, 1996) is used to reduce overfitting; the amount of penalization is chosen by minimizing 10-fold cross-validated prediction error.”
- Analysis of nonsmooth stochastic approximation: the differential inclusion approach (2018, neutral): “In many Machine Learning applications f is the empirical risk of the model, and g a sparsity inducing penalties like LASSO [39], MCP [41], or SCAD [20].”
- Choosing prediction over explanation in psychology: Lessons from machine learning (2017, neutral): “In a widely used form of penalized regression called lasso regression (Tibshirani, 1996, 2011), this least-squares criterion is retained, but the overall cost function that the estimation seeks to minimize now includes an additional penalty term that is proportional to the sum of the absolute…”
- Hyperspectral Image Classification Based on Structured Sparse Logistic Regression and Three-Dimensional Wavelet Texture Features (2013, neutral): “[27] ——, “Regression shrinkage and selection via the lasso: a retrospective,” J.”