The Lasso is a popular algorithm for selection used in statistics. In this recent paper posted to ArXiV the authors show that the Lasso is not algorithmically stable. It’s only to be expected, really. A twirling loop of rope is hardly an image one might associate to stability!
November 13, 2008
be careful how you name your algorithm
Posted by Anand Sarwate under Uncategorized | Tags: arXiv, statistics |1 Comment
November 13, 2008 at 6:04 pm
i’m such a dork that I first thought about the renaissance composer