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[WIP] Least Angle Regression

Open stokhos opened this issue 4 years ago • 2 comments

This is a dummy PR.

TODO

  • [ ] Decide what should be included in this PR
  • [x] Read papers
  • [ ] Look at scikit-learn LARS implementations
  • [ ] Be familiar with ndarray

stokhos avatar Apr 03 '21 20:04 stokhos

you can find the original paper here: https://web.stanford.edu/~hastie/Papers/LARS/LeastAngle_2002.pdf there is also a section in the ELSII book on section 3.4.4 (p. 92) about LAR

bytesnake avatar Apr 08 '21 07:04 bytesnake

I have finished reading the paper.

I did some search on LARS, looks like there are other variants. Like Robust LARS, and LARS with LASSO modification.

For now, I'll just focus on LARS. And then I will try to implement others.

stokhos avatar Apr 10 '21 20:04 stokhos