Chunk #2 — 1 Introduction

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Regularization Paths for Generalized Linear Models via Coordinate Descent.

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In some of the extensions above [2,3,5], piecewise-linearity can be exploited as in Efron et al. [2004] to yield efficient algorithms. Rosset and Zhu [2007] characterize the class of problems where piecewise-linearity exists—both the loss function and the penalty have to be quadratic or piecewise linear.