处理lasso regression。 使用stochastic Markov property。-Algorithm for solving the Lasso problem: 0.5* (y- X*beta) *(y- X*beta)+ lambda* ||beta||_1 where ||beta||_1 is the L_1 n

MMT is a Matlab toolbox implementing the multi-task Lasso models, including: (i) the Lasso (ii) the standard multi-task Lasso, i.e. the group Lasso (iii) the structured input-output multi-task Lasso, a.k.a. the two-graph guided multi-task Lasso propo

基于LASSO算法的编程 利用了r语言.对线性模型进行了系数估计和变量选择(Programming based on LASSO algorithm, using the R language)