Fast Sparse Regression and Classification Jerome H. Friedman

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R − squared
0.4
0.5
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0.2
0.3
0.4
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Elastic Net 0.25
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R − squared
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Coefficients
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R − squared
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R − squared
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0.0
Coefficients
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Coefficients
500
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Coefficients
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Explained devience
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Elastic Net 1.25
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Explained devience
0.20
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Coefficients
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Coefficients
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Explained devience
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Explained devience
Explained devience
Elastic Net 0.25
Elastic Net 0.0
0.2
0.4
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Coefficients
0.6
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1
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8
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Explained devience
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−0.2
Coefficients
9
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Coefficients
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Coefficients
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Explained devience
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Model error
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Model error
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150
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step
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Model error
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Model error
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