For a single value, sure RidgeRegression is fine. I guess my point is that the solver is not necessarily failing, it is the convergence check that is failing. There are other valid dual problems that would work fine, it's just this trick of using a dual from writing an ENet with l1_...
Our approach uses the Kac-Rice formula (as described in Adler & Taylor 2007) applied to the problem of maximizing a Gaussian process. The resulting test statistic has a known distribution in finite samples, assuming Gaussian errors. We examine this test statistic in the case of the lasso, ...
In order to correct the effect of temperature on the prediction performance of NIR-viscosity model of bisphenol-A, Luan [26] established a multilevel least-absolute shrinkage and selection operator (LASSO) for temperature corrections, which provides a more stable prediction result compared with the ...
Group LassoBridge regressionGroup bridge regressionSplice detection•We prove that group-wise ℓp-regularization has algorithmic stability and thus generalizes.•We derive ADMM and FISTA algorithms for solving group-wise ℓp-regularization.•We show that for p=5/4, 4/3, 3/2 and 2 the ...