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PDF-EcientImplementationsoftheGeneralizedLassoDualPathAlgorithmTaylorB.Ar PDF document

2kyX k22kD k11wherey2RnisanoutcomevectorX2RnpisapredictormatrixD2Rmpisapenaltymatrixand0isaregularizationparameterThetermgeneralizedreferstothefactthatproblem1reducestothestandardlas

2kyX k22+kD k1;(1)wherey2Rnisanoutcomevector X2Rnpisapredictormatrix D2Rmpisapenaltymatrix and0isaregularizationparameter.Theterm\generalized"referstothefactthatproblem(1)reducestothestandardlas

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