Date: April 22, 2019
Time: 16:00 - 17:30
Place: Room 107, Research Bldg No 7, Yoshida Campus, Kyoto University
(The building is indicated as 68 on the map below)
Robert Tibshirani (Stanford University)
Two new Lassos: The Pliable lasso and principal components lasso
I will discuss two recent generalizations of the lasso: The Pliable lasso generalizes the lasso along the row (observation) direction allowing the model to vary in observation space. The Principal components lasso strengthens the lasso in the column or feature direction, using PCs to guide selection of features. I will give real data examples and discuss R packages available for both methods.
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