Tag: lasso
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The Machine Learning “Advent Calendar” Day 13: LASSO and Ridge Regression in Excel
The Machine Learning “Advent Calendar” Day 13: LASSO and Ridge Regression in Excel Ridge and Lasso regression are often perceived as more complex versions of linear regression. In reality, the prediction model remains exactly the same. What changes is the training objective. By adding a penalty on the coefficients, regularization forces the model to choose…
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Identifying Neural Signatures from fMRI using Hybrid Principal Components Regression
Identifying Neural Signatures from fMRI using Hybrid Principal Components Regression arXiv:2509.07300v1 Announce Type: new Abstract: Recent advances in neuroimaging analysis have enabled accurate decoding of mental state from brain activation patterns during functional magnetic resonance imaging scans. A commonly applied tool for this purpose is principal components regression regularized with the least absolute shrinkage and…
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Fast Debiasing of the LASSO Estimator
Fast Debiasing of the LASSO Estimator arXiv:2502.19825v1 Announce Type: new Abstract: In high-dimensional sparse regression, the textsc{Lasso} estimator offers excellent theoretical guarantees but is well-known to produce biased estimates. To address this, cite{Javanmard2014} introduced a method to “debias” the textsc{Lasso} estimates for a random sub-Gaussian sensing matrix $boldsymbol{A}$. Their approach relies on computing an “approximate…
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Majorization-Minimization Dual Stagewise Algorithm for Generalized Lasso
Majorization-Minimization Dual Stagewise Algorithm for Generalized Lasso arXiv:2501.02197v1 Announce Type: new Abstract: The generalized lasso is a natural generalization of the celebrated lasso approach to handle structural regularization problems. Many important methods and applications fall into this framework, including fused lasso, clustered lasso, and constrained lasso. To elevate its effectiveness in large-scale problems, extensive research…