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On l2 Error Bounds of the Elastic Net when p>>n
Lasso naive Elastic Net Elastic Net model selection consistency estimation consistency
2016/1/20
We study the estimation property of the Elastic Net in high-dimensional settings where the number of parameters p is comparable to or larger than the sample size n. In such a situation one often assum...
In the literature surrounding Bayesian penalized regression, the two primary choices of
prior distribution on the regression coecients are zero-mean Gaussian and Laplace. While
both have been compa...