Iterative Lasso based on feature selection for high dimensional data
一种面向高维数据的迭代式Lasso特征选择方法*

With a high-dimensional and large dataset,like other feature selection methods,Lasso encounters the problems of large computation and overfitting.To address this issue,this paper proposed an improved Lasso method:iterative Lasso method.Iterative Lasso method first divided the feature set into K copies.Then it selected the features from the first feature subset,put the selected features into the second feature subset,and continued this iteration until up to the Kth feature subset.Experimental results show th...