Ontology highlight
ABSTRACT:
SUBMITTER: Witten DM
PROVIDER: S-EPMC4011669 | biostudies-literature | 2014 Feb
REPOSITORIES: biostudies-literature
Witten Daniela M DM Shojaie Ali A Zhang Fan F
Technometrics : a journal of statistics for the physical, chemical, and engineering sciences 20140201 1
In the high-dimensional regression setting, the elastic net produces a parsimonious model by shrinking all coefficients towards the origin. However, in certain settings, this behavior might not be desirable: if some features are highly correlated with each other and associated with the response, then we might wish to perform less shrinkage on the coefficients corresponding to that subset of features. We propose the <i>cluster elastic net</i>, which selectively shrinks the coefficients for such v ...[more]