LEAST ABSOLUTE SHRINKAGE AND SELECTION OPERATOR (LASSO) DAN ADAPTIVE RIDGE (Least Absolute Shrinkage and Selection Operator (LASSO) and Adaptive Ridge)

Abstract

The LASSO is a shrinkage and selection method for linear regression. It minimizes sum square of residual subject to sum of absolute coefficient less than a constant. Adaptive Ridge is special form of Ridge Regression, balancing the quadratic penalization on each parameter of the model. This paper describe the equivalence between LASSO (Least Absolute Shrinkage and Selection Operator) and Adaptive Ridge.