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LUIGI AUGUGLIARO

Generalizing LARS algorithm using differential geometry

  • Autori: Augugliaro, L; Wit, E
  • Anno di pubblicazione: 2009
  • Tipologia: eedings
  • Parole Chiave: LARS, path following algorithm, differential geometry
  • OA Link: http://hdl.handle.net/10447/47367

Abstract

We propose a path following algorithm for generalized linear models that can be considered a differential geometric generalization of the LARS algorithm. In our approach we use differential geometry to generalize the equiangular condition on which is based the LARS algorithm and then we use a predictor-corrector method to compute the solution path of the coefficients.