Doorkeeper

Seminar Talk by Prof. Tibshirani@Stanford

Mon, 22 Apr 2019 16:00 - 17:30
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Description

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)
http://www.kyoto-u.ac.jp/ja/access/campus/yoshida/map6r_y/

Speaker:
Robert Tibshirani (Stanford University)

Title:
Two new Lassos: The Pliable lasso and principal components lasso

Summary:
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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