Chapman and Hall/Crc Monographs on Statistics and Applied Probability Ser.: Statistical Learning with Sparsity by Trevor Hastie, Martin Wainwright and Robert Tibshirani (2020, Trade Paperback)
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ISBN-13: 9780367738334, 978-0367738334. Top experts in this rapidly evolving field, the authors describe the lasso for linear regression and a simple coordinate descent algorithm for its computation.