On the differences between L2Boosting and the Lasso

Michael Vogt

Statistics & Probability Letters, 2020, vol. 157, issue C

Abstract: In this short note, we prove that L2Boosting lacks a theoretical property which is central to the behavior of ℓ1-penalized methods such as basis pursuit and the Lasso.

Keywords: L2Boosting; High-dimensional linear models; Parameter recovery/estimation; Restricted nullspace property; Restricted eigenvalue condition (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2019.108634

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