Generalizing LARS algorithm using differential geometry
- Authors: Augugliaro, L; Wit, E
- Publication year: 2009
- Type: eedings
- Key words: LARS, path following algorithm, differential geometry
- OA Link: http://hdl.handle.net/10447/47367
Abstract
We propose a path following algorithm for generalized linear models that can be considered a differential geometric generalization of the LARS algorithm. In our approach we use differential geometry to generalize the equiangular condition on which is based the LARS algorithm and then we use a predictor-corrector method to compute the solution path of the coefficients.