[WIP] Least Angle Regression #115
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you can find the original paper here: https://web.stanford.edu/~hastie/Papers/LARS/LeastAngle_2002.pdf there is also a section in the ELSII book on section 3.4.4 (p. 92) about LAR |
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I have finished reading the paper. I did some search on LARS, looks like there are other variants. Like Robust LARS, and LARS with LASSO modification. For now, I'll just focus on LARS. And then I will try to implement others. |
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This is a dummy PR.
TODO