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L1 penalized ls lasso - PowerPoint PPT Presentation

Seeking Interpretable Models for High Dimensional Data

Seeking Interpretable Models for High Dimensional Data. Bin Yu Statistics Department, EECS Department University of California, Berkeley http://www.stat.berkeley.edu/~binyu. Basically, I am not interested in doing research and I never have been. I am interested in understanding,

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L1 penalized ls lasso - PowerPoint PPT Presentation

Seeking Interpretable Models for High Dimensional Data