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[WIP] Least Angle Regression #115

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[WIP] Least Angle Regression #115

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stokhos
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@stokhos stokhos commented Apr 3, 2021 •
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This is a dummy PR.

TODO

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

@stokhos stokhos marked this pull request as draft April 3, 2021 20:16
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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

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stokhos commented Apr 10, 2021

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 stokhos changed the title Least Angle Regression [WIP] Least Angle Regression Apr 12, 2021
@AndersonYin AndersonYin mentioned this pull request Mar 2, 2024
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