LASSO是纯算法的解法，他是LAR（least angle regression）的升级版本，解法也一样，就是一个iteration的...
We proposed a new penalized method in this paper to solve sparse Poisson Regression problems. Being different from $\\ell_1$ penalized log-likelihood estimation, our new method can be viewed as penalized weighted score function method. W... J Jia,X Fang,L Xu - 《Electronic Journal of Stati...
Function to fit least angle regression path of solution for Ll-penalized (lasso) logistic regression and the Cox proportional hazards model.Rob Tibshirani