= Least angle regression
= LAR
{c}
{synonym}
= LARS
{c}
{synonym}
A piecewise linear regression-path algorithm which starts at zero, activates a predictor with maximal absolute residual score, and moves in a direction that decreases all active absolute scores equally until another predictor ties them. With $G=X^{\mathsf T}X/n$ and active correlation signs $s_A$, the coefficient direction is $G_{AA}^{-1}s_A$. Ordinary LAR does not drop a predictor when its coefficient crosses zero; <sign compatibility of LAR and Lasso> characterizes when its path also obeys the <Lasso> <KKT conditions>.
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