Article

A fast and efficient smoothing approach to Lasso regression and an application in statistical genetics: polygenic risk scores for chronic obstructive pulmonary disease (COPD)

2020-03-08

Abstract excerpt

High dimensional linear regression problems are often fitted using Lasso approaches. Although the Lasso objective function is convex, it is not differentiable everywhere, making the use of gradient descent methods for minimization not straightforward. To avoid this technical issue, we apply Nesterov smoothing to the original (unsmoothed) Lasso objective function. We introduce a closed-form smoothed Lasso which pre...

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Literature Corpus work: 1ced1ccf-a618-5513-b06a-8745c4bf0838
DOI: 10.1101/2020.03.06.980953

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A fast and efficient smoothing approach to Lasso regression and an application in statistical genetics: polygenic risk scores for chronic obstructive pulmonary disease (COPD)DOI 10.1101/2020.03.06.980953Read

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