Journal article
LLASSO: A linear unified LASSO for multicollinear situations
Abstract
We propose a rescaled LASSO, by premultipying the LASSO with a matrix term,
namely linear unified LASSO (LLASSO) for multicollinear situations. Our
Authors
Arashi M; Asar Y; Yuzbasi B
Journal
, , ,
Publication Date
October 12, 2017
DOI
10.48550/arxiv.1710.04795