In this note, I will look at history of Lasso estimation, which is the benchmark high dimensional estimation technique. I want to also give a perspective where Lasso may be evolving.
Keywords: Machine learning, supervised learning, nodewise
JEL Classifications: C1, C5, C7.
DOI #: 10.33818/ier.872633
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* Mehmet Caner, North Carolina State University, (email: mcaner@ncsu.edu).