When does more regularization imply fewer degrees of freedom? Sufficient conditions and counterexamples

By Shachar Kaufman, Saharon Rosset. 2014

16 citations recorded by the source corpus.

Subfields: Management Science and Operations Research, Statistics and Probability

Citations in the corpus

• Extended Comparisons of Best Subset Selection, Forward Stepwise Selection, and the Lasso (2017, neutral): “2012), whereas the degrees of freedom of both forward stepwise and best subset selection can greatly exceed k at any given step k ≥ 1 (Kaufman and Rosset, 2014; Janson et al., 2015).”
• Effective degrees of freedom: a flawed metaphor (2013, unknown): “The non-monotonicity of DF for such convex methods was discovered independently by Kaufman and Rosset (2014), who give a thorough account.”