SLOPE 0.2.0
Introduction to SLOPE
SLOPE (Bogdan et al. 2015) stands for sorted L1 penalized estimation and
is a generalization of OSCAR (Bondell and Reich 2008). As the name
suggests, SLOPE
is a type of \(\ell_1\)-regularization. More specifically, SLOPE fits
generalized linear models regularized with the sorted \(\ell_1\) norm. The
objective in SLOPE ...
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