ICML2008/Bolasso
From GusWiki
< ICML2008
The -:Lasso is not consistent. Bootstrapping (and only keeping the variables that are present most of the time, for some values of "most") makes it so. I don't see why.
The -:Lasso is not consistent. Bootstrapping (and only keeping the variables that are present most of the time, for some values of "most") makes it so. I don't see why.