Zou, Hui; Hastie, Trevor - In: Journal of the Royal Statistical Society Series B 67 (2005) 2, pp. 301-320
We propose the elastic net, a new regularization and variable selection method. Real world data and a simulation study show that the elastic net often outperforms the lasso, while enjoying a similar sparsity of representation. In addition, the elastic net encourages a grouping effect, where...