Feature Selection Through Lasso

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Published on October 9, 2007 2:31:17 AM ● Video Link: https://www.youtube.com/watch?v=R159wnY4AQU

Duration: 57:21

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4

Google Tech Talks
November 21, 2006

ABSTRACT

Information technology advances are making data collection possible in most if not all fields of science and engineering and beyond. Statistics as a scientific discipline is challenged and enriched by the new opportunities resulted from these high-dimensional data sets. Often data reduction or feature selection is the first step towards solving these massive data problems. However, data reduction through model selection or l_0 constrained least squares optimization leads to a combinatorial search which is computationally infeasible for massive data problems. A computationally efficient alternative is the l_1 constrained least squares optimization or...