articleJournal of Machine Learning ResearchDec 1, 2006Closed access

On Model Selection Consistency of Lasso

ZZhaoPengYYYubin Yubin

Abstract

Sparsity or parsimony of statistical models is crucial for their proper interpretations, as in sciences and social sciences. Model selection is a commonly used method to find such models, but usual...

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Topics & keywords

Topics
Keywords
  • Lasso (programming language)
  • Consistency (knowledge bases)
  • Model selection
  • Selection (genetic algorithm)
  • Computer science
  • Statistical model
  • Machine learning
  • Econometrics
UN Sustainable Development Goals
  • Reduced inequalities
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