Pith. sign in

REVIEW

Not yet reviewed by Pith; the record is open.

This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.

SPECIMEN: schema-true, not a live event

T0 review · schema-true

One-sentence machine reading of the paper's core claim.

pith:XXXXXXXX · record.json · timestamp

arxiv 0910.0526 v1 pith:3SD6YJDF submitted 2009-10-03 stat.CO stat.ML

A path algorithm for the Fused Lasso Signal Approximator

classification stat.CO stat.ML
keywords lassofusedlambdaalgorithmapproximatorcoefficientsmodelparameter
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
0 comments
read the original abstract

The Lasso is a very well known penalized regression model, which adds an $L_{1}$ penalty with parameter $\lambda_{1}$ on the coefficients to the squared error loss function. The Fused Lasso extends this model by also putting an $L_{1}$ penalty with parameter $\lambda_{2}$ on the difference of neighboring coefficients, assuming there is a natural ordering. In this paper, we develop a fast path algorithm for solving the Fused Lasso Signal Approximator that computes the solutions for all values of $\lambda_1$ and $\lambda_2$. In the supplement, we also give an algorithm for the general Fused Lasso for the case with predictor matrix $\bX \in \mathds{R}^{n \times p}$ with $\text{rank}(\bX)=p$.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.