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Auto-tuned high-dimensional regression with the TREX: theor Auto-tuned high-dimensional regression with the TREX: theor

Auto-tuned high-dimensional regression with the TREX: theor - PowerPoint Presentation

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Uploaded On 2016-07-02

Auto-tuned high-dimensional regression with the TREX: theor - PPT Presentation

Jacob Bien 1 Irina Gaynanova 1 Johannes Lederer 1 Christian L Müller 23 1 Cornell University Ithaca 2 New York University 3 Simons Center for Data Analysis New York Highdimensional variable selectio ID: 388009

convex trex function problem trex convex problem function method variable linear lasso data properties statistical good exact optimization solvers

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