Timeline for What is "step size" in LASSO regression?
Current License: CC BY-SA 3.0
3 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jul 18, 2016 at 9:50 | comment | added | slazien | Of course you can set it to very small one, it's just a tradeoff between optimisation accuracy (finding the global minimum) and computation time. | |
| Jul 18, 2016 at 1:35 | comment | added | makansij |
Yes, LASSO has a stepwise solution because it is a non-convex optimization problem. But, what would be so bad about setting the step size s small as possible, and then basically guarantee that you find the global minimum.
|
|
| Jul 12, 2016 at 13:55 | history | answered | slazien | CC BY-SA 3.0 |