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Are there any good papers or books dealing with the use of coordinate descent for L1 (lasso) and/or elastic net regularization for linear regression problems?

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I earlier suggested the recent paper by Friedman and coll., Regularization Paths for Generalized Linear Models via Coordinate Descent, published in the Journal of Statistical Software (2010). Here are some other references that might be useful:

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  • $\begingroup$ Thanks for the references. Incidentally, the paper by Friedman et al partially answers a related question I've just posted, about the relative performance of coordinate descent vs LARS. $\endgroup$ – NPE Nov 26 '10 at 11:33
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    $\begingroup$ "A brief history of coordinate descent for the lasso" on pp15-17 of the UseR! talk is a gem :-) $\endgroup$ – NPE Nov 26 '10 at 13:14
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I've just come across this lecture by Hastie and thought that others might find it interesting.

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    $\begingroup$ Sorry but I am not able to open the video. I am very interested to Watch it $\endgroup$ – Christina May 18 '15 at 12:38
  • $\begingroup$ @Christina It seems to be working at the moment. However you need to have Flash enabled. I cannot find a download link, so there seems no choice but to enable Flash and watch it streaming. $\endgroup$ – Darren Cook Jul 5 '16 at 13:52

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