A framework to efficiently smooth <i>L</i><sub>1</sub> penalties for linear regression
A framework to efficiently smooth <i>L</i><sub>1</sub> penalties for linear regression
Abstract Penalized linear regression approaches that include an L 1 term have become an important tool in statistical data analysis. One prominent example is the least absolute shrinkage and selection operator (Lasso), though the class of L 1 penalized regression operators also includes the fused and graphical Lasso, the elastic …