Which algortihm is used to solve lasso()?
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Hi,
my question is quite general. In matlab, the lasso function can be used to solve regression problems. Searching in help, I could not find a brief description of the algorithm or a reference which algorithm is applied.
I would be glad if some could give me a hint.
Kind Regards,
Clemens
2 Comments
Max Heiken
on 3 Jul 2021
doc lasso
led me to this page of the documentation, which has an "Algorithms" section. A description and reference is given there. Is this what you are looking for?
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