November 1, 2005Journal of the Royal Statistical Society Series B (Statistical Methodology)Open Access
Addendum: Regularization and Variable Selection Via the Elastic Net
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Implication
Methodological addendum clarifies priority for lasso path piecewise linearity in statistical algorithms, highlighting earlier foundational work by Osborne and colleagues.
Key Points
- Formally acknowledge prior literature regarding the mathematical proof of piecewise linearity and efficient computation of lasso solution paths.
- Amends Section 3.4 of the original elastic net publication to include an omitted historical reference.
- Re-evaluates the algorithmic attribution of the lasso solution path previously assigned solely to the LARS algorithm.
- Clarifies that Osborne et al. (2000) first proved that lasso solution paths grow piecewise linearly.
- Identifies that Osborne et al. (2000) originally described an efficient algorithm for calculating the complete lasso solution path prior to LARS.
Cite This Study
Zou et al. (2005) studied this question.