A Starting Note: A Historical Perspective in Lasso

Mehmet Caner*
Volume 13, Issue 1

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.

Keywords: Machine learning, supervised learning, nodewise.
JEL Classifications: C1, C5, C7.
DOI #: 10.33818/ier.872633