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Statistical Learning with Sparsity: The Lasso and Generalizations

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Statistical Learning with Sparsity: The Lasso and Generalizations

4.85 33,861 ratings · 8,439 reviews
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Overview: Discover New Methods for Dealing with High-Dimensional DataA sparse statistical model has only a small number of nonzero parameters or weights; therefore, it is much easier to estimate and interpret than a dense model. Statistical Learning with Sparsity: The Lasso and Generalizations presents methods that exploit sparsity to help recover the underlying signal in a set of data.Top experts in this rapidly evolving field, the authors describe the lasso for linear regression and a simple coordinate descent algorithm for its computation. They discuss the application of l1 penalties to generalized linear models and support vector machines, cover generalized penalties such as the elastic net and group lasso, and review numerical methods for optimization. They also present statistical inference methods for fitted (lasso) models, including the bootstrap, Bayesian methods, and recently developed approaches. In addition, the book examines matrix decomposition, sparse multivariate analysis, graphical models, and compressed sensing. It concludes with a survey of theoretical results for the lasso.In this age of big data, the number of features measured on a person or object can be large and might be larger than the number of observations. This book shows how the sparsity assumption allows us to tackle these problems and extract useful and reproducible patterns from big datasets. Data analysts, computer scientists, and theorists will appreciate this thorough and up-to-date treatment of sparse statistical modeling.

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Pages 367
Language Eng
Publisher Chapman and Hall/CRC
Published May 7, 2015
ISBN 25671929
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After spending years working in the corporate world, Trevor Hastie finally decided to pursue a lifelong passion for writing. They currently reside in a quiet suburb where they spend most of their time outlining new stories, reading extensively, and occasionally attempting to bake.

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Betty Diaz
Betty Diaz January 27, 2024
Masterpiece from start to finish. I became deeply invested in the protagonist's journey. A masterclass in storytelling. A true literary gem.
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Such a rich narrative. The author orchestrated a breathtaking finale. Truly a work of art. I will undoubtedly revisit this masterpiece.
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Masterpiece from start to finish. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I will undoubtedly revisit this masterpiece.
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Masterpiece from start to finish. The author orchestrated a breathtaking finale. Truly a work of art. An effortless 5 stars.
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Took a moment to build, but the payoff was spectacular. A brilliant concept executed with flair. Just a few pacing choices I would change. A wonderful companion for a quiet weekend.
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Took a moment to build, but the payoff was spectacular. The middle had a deliberate pace, but the climax was phenomenal. A very distinguished novel.
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Honestly one of the most premium reading experiences lately. The prose is exquisite. It’s accessible yet undeniably sophisticated. An absolute must-read for connoisseurs of the genre.
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I thoroughly enjoyed the elegance of it. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. Quite impressive overall.
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Took a moment to build, but the payoff was spectacular. It held my rapt attention, even when certain twists were telegraphed. A wonderful companion for a quiet weekend.
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I was completely blown away. The prose is exquisite. It’s accessible yet undeniably sophisticated. I am now a lifelong fan of this author.
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Absolutely brilliant. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I will undoubtedly revisit this masterpiece.
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A highly sophisticated read. The protagonist was compelling, though some subplots felt slightly overshadowed. A wonderful companion for a quiet weekend.
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Honestly one of the most premium reading experiences lately. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I am now a lifelong fan of this author.
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Honestly one of the most premium reading experiences lately. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An effortless 5 stars.
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Masterpiece from start to finish. I adored how the story unfolded. It kept me captivated without sacrificing elegance. Worth every moment spent reading.
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I thoroughly enjoyed the elegance of it. A brilliant concept executed with flair. Just a few pacing choices I would change. A solid 4 stars from me.
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Exceeded all my expectations. The author orchestrated a breathtaking finale. Truly a work of art. I will undoubtedly revisit this masterpiece.
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Such a rich narrative. The author orchestrated a breathtaking finale. Truly a work of art. A true literary gem.
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A highly sophisticated read. A brilliant concept executed with flair. Just a few pacing choices I would change. Quite impressive overall.
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Absolutely brilliant. The author orchestrated a breathtaking finale. Truly a work of art. An effortless 5 stars.
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Honestly one of the most premium reading experiences lately. I became deeply invested in the protagonist's journey. A masterclass in storytelling. A true literary gem.
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Masterpiece from start to finish. The prose is exquisite. It’s accessible yet undeniably sophisticated. Worth every moment spent reading.
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Honestly one of the most premium reading experiences lately. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. A true literary gem.
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Kimberly Davis July 09, 2025
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Nancy Davis November 20, 2025
Absolutely brilliant. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An absolute must-read for connoisseurs of the genre.
William Lopez
William Lopez April 11, 2024
Absolutely brilliant. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An absolute must-read for connoisseurs of the genre.
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Kenneth Gonzalez August 06, 2025
Exceeded all my expectations. I adored how the story unfolded. It kept me captivated without sacrificing elegance. Worth every moment spent reading.
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I find myself somewhat conflicted. It verged on repetitive in the second act. A more concise edit would have served it well. Suitable if your reading queue is empty.
Ryan Gomez
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Absolutely brilliant. The author orchestrated a breathtaking finale. Truly a work of art. An effortless 5 stars.
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Cynthia Williams August 29, 2025
Honestly one of the most premium reading experiences lately. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I am now a lifelong fan of this author.
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Took a moment to build, but the payoff was spectacular. A brilliant concept executed with flair. Just a few pacing choices I would change. A solid 4 stars from me.
Carol Baker
Carol Baker February 18, 2024
Honestly one of the most premium reading experiences lately. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An absolute must-read for connoisseurs of the genre.
Joshua Thompson
Joshua Thompson July 29, 2025
A profoundly satisfying read. The prose is exquisite. It’s accessible yet undeniably sophisticated. I am now a lifelong fan of this author.
Kevin Phillips
Kevin Phillips January 12, 2024
I was completely blown away. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I will undoubtedly revisit this masterpiece.
Kimberly Wright
Kimberly Wright March 27, 2025
Absolutely brilliant. The prose is exquisite. It’s accessible yet undeniably sophisticated. I will undoubtedly revisit this masterpiece.
Matthew Thomas
Matthew Thomas July 14, 2025
Exceeded all my expectations. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I will undoubtedly revisit this masterpiece.
Brian Gomez
Brian Gomez November 10, 2025
Honestly one of the most premium reading experiences lately. The prose is exquisite. It’s accessible yet undeniably sophisticated. A true literary gem.
Nancy Perez
Nancy Perez March 04, 2025
Excellent, though slightly flawed. It held my rapt attention, even when certain twists were telegraphed. A solid 4 stars from me.
Steven Gomez
Steven Gomez February 22, 2025
Honestly one of the most premium reading experiences lately. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I am now a lifelong fan of this author.
Eric Flores
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Such a rich narrative. The author orchestrated a breathtaking finale. Truly a work of art. I will undoubtedly revisit this masterpiece.
Gary Lewis
Gary Lewis February 08, 2025
An acceptable diversion. Certain acts were fascinating, while others felt like a slight endeavor to complete. Suitable if your reading queue is empty.
Thomas Garcia
Thomas Garcia May 11, 2025
Such a rich narrative. The prose is exquisite. It’s accessible yet undeniably sophisticated. I will undoubtedly revisit this masterpiece.
Eric Adams
Eric Adams March 18, 2024
Exceeded all my expectations. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An absolute must-read for connoisseurs of the genre.
Margaret Roberts
Margaret Roberts June 28, 2025
A highly sophisticated read. The middle had a deliberate pace, but the climax was phenomenal. Quite impressive overall.
Eric Carter
Eric Carter April 06, 2025
I was completely blown away. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An absolute must-read for connoisseurs of the genre.
Steven Johnson
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I thoroughly enjoyed the elegance of it. The middle had a deliberate pace, but the climax was phenomenal. Quite impressive overall.
Stephanie Thomas
Stephanie Thomas April 16, 2024
Excellent, though slightly flawed. The middle had a deliberate pace, but the climax was phenomenal. I would highly recommend this to discerning readers.
David Williams
David Williams June 27, 2025
Absolutely brilliant. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I am now a lifelong fan of this author.
Amanda Campbell
Amanda Campbell March 08, 2025
Excellent, though slightly flawed. The protagonist was compelling, though some subplots felt slightly overshadowed. I would highly recommend this to discerning readers.
Daniel Scott
Daniel Scott August 10, 2024
A profoundly satisfying read. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An effortless 5 stars.
Michael King
Michael King July 31, 2025
A very strong entry. It held my rapt attention, even when certain twists were telegraphed. A very distinguished novel.
Daniel Roberts
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Such a rich narrative. The author orchestrated a breathtaking finale. Truly a work of art. An effortless 5 stars.
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Took a moment to build, but the payoff was spectacular. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. Quite impressive overall.
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A highly sophisticated read. A brilliant concept executed with flair. Just a few pacing choices I would change. A very distinguished novel.
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