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L_1 Regularization Path Algorithm for Generalized Linear Models (2006)  (Make Corrections)  
Mee Young Park, Trevor Hastie



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Abstract: In this study, we introduce a path-following algorithm for L 1 regularized generalized linear models. The L 1 regularization procedure is useful especially because it, in e#ect, selects variables according to the amount of penalization on the L 1 norm of the coe#cients, in a manner less greedy than forward selection/backward deletion. (Update)

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BibTeX entry:   (Update)

@misc{ park-regularization,
  author = "Mee Young Park and Trevor Hastie",
  title = "L_1 Regularization Path Algorithm for Generalized Linear Models",
  url = "citeseer.ist.psu.edu/park06regularization.html" }
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6   The lasso method for variable selection in the cox model (context) - Tibshirani - 1997
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6   Bias reduction of maximum likelihood estimates (context) - Firth - 1993
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3   Tracking curved regularized optimization solution paths (context) - Rosset - 2004
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1   A solution to the problem of separation in logistic regressi.. (context) - Heinze, Schemper - 2002

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