Template-Type: ReDIF-Article 1.0 Author-Name: Mehmet Caner Author-Email: mcanerosu@gmail.com Author-Workplace-Name: North Carolina State University. Title: A Starting Note: A Historical Perspective in Lasso Abstract: In this note, I will look at history of Lasso estimation, which is the benchmark high dimensional estimation technique. I want to also give a perspective where Lasso may be evolving. Classification-JEL: C1, C5, C7. Keywords: Machine learning, supervised learning, nodewise Journal: International Econometric Review Pages: 1-3 Volume: 13 Issue: 1 Year: 2021 Month: March File-URL: http://www.era.org.tr/makaleler/872633.pdf File-Format: Application/pdf Handle: RePEc:erh:journl:v:13:y:2021:i:1:p:1-3