Regularization Paths and Coordinate Descent
published: Sept. 26, 2008, recorded: August 2008, views: 2635
Report a problem or upload filesIf you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
In a statistical world faced with an explosion of data, regularization has become an important ingredient. In many problems, we have many more variables than observations, and the lasso penalty and its hybrids have become increasingly useful. This talk presents some effective algorithms based on coordinate descent for fitting large scale regularization paths for a variety of problems. Joint work with Rob Tibshirani and Jerome Friedman
Download slides: kdd08_hastie_rpcd_01.pdf (670.7 KB)
Link this pageWould you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !