> The algorithm proposed in this paper, is rather similar to that of the  Lars
> LASSO, but with a complicating
> factor being a non-negative constraint on the shrinkage factor. (See eq. (2)
> in this paper)
> Once you've computed  your shrinkage factor, you basically have your
> regression coefficients
> seeing as your NG coefficient = shrinkage factor * regression coefficient

that's exactly what I implemented.

> He showed it to be a stable selection method and often outperforms it's
> competitors like
> subset regression and ridge regression.
> The solution path of the NG is piece-wise linear and it's whole path can be
> computed quickly.

we could indeed have a path easily using LassoLars

> It is also path-consistent (A solution that contains at least one desirable
> estimate) given an appropriate initial estimate. The path-consistency of the
> NG is highlighted to be in contrast to the fact that the LASSO is not always
> path consistent (Peng Zhao & Hui Zou, personal communication). It is argued
> that the NG has the ability to turn
> a consistent estimate into an estimate that is both consistent in terms of
> estimation and in terms of variable selection.

hum. If it can be consistent on support and coef amplitudes that's neat.

> A drawback is the NG's explicit reliance on the full least square estimate,
> as a small sample size may cause it to perform poorly - however a ridge
> regression is suggested as an initial estimate for defining the NG estimate,
> instead
> of the least square estimate.

good to know

it seems to me that it might be a good addition to the scikit if can
convince ourselves with examples that it does better than a Lasso.

Alex

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