Testmathj

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Revision as of 22:41, 7 September 2019 by David (talk | contribs)
\( \newcommand{\P}[]{\unicode{xB6}} \newcommand{\AA}[]{\unicode{x212B}} \newcommand{\empty}[]{\emptyset} \newcommand{\O}[]{\emptyset} \newcommand{\Alpha}[]{Α} \newcommand{\Beta}[]{Β} \newcommand{\Epsilon}[]{Ε} \newcommand{\Iota}[]{Ι} \newcommand{\Kappa}[]{Κ} \newcommand{\Rho}[]{Ρ} \newcommand{\Tau}[]{Τ} \newcommand{\Zeta}[]{Ζ} \newcommand{\Mu}[]{\unicode{x039C}} \newcommand{\Chi}[]{Χ} \newcommand{\Eta}[]{\unicode{x0397}} \newcommand{\Nu}[]{\unicode{x039D}} \newcommand{\Omicron}[]{\unicode{x039F}} \DeclareMathOperator{\sgn}{sgn} \def\oiint{\mathop{\vcenter{\mathchoice{\huge\unicode{x222F}\,}{\unicode{x222F}}{\unicode{x222F}}{\unicode{x222F}}}\,}\nolimits} \def\oiiint{\mathop{\vcenter{\mathchoice{\huge\unicode{x2230}\,}{\unicode{x2230}}{\unicode{x2230}}{\unicode{x2230}}}\,}\nolimits} \)

Lasso/glmnet, adaptive lasso and FAQs

  • https://en.wikipedia.org/wiki/Lasso_(statistics). It has a discussion when two covariates are highly correlated. For example if gene \(\displaystyle i\) and gene \(\displaystyle j\) are identical, then the values of \(\displaystyle \beta _{j}\) and \(\displaystyle \beta _{k}\) that minimize the lasso objective function are not uniquely determined. Elastic Net has been designed to address this shortcoming.