A Brief Introduction to the Temporal Group LASSO and its Potential Applications in Healthcare
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The Temporal Group LASSO is an example of a multi-task, regularized regression approach for the prediction of response variables that vary over time. The aim of this work is to introduce the reader to the concepts behind the Temporal Group LASSO and its related methods, as well as to the type of potential applications in a healthcare setting that the method has. We argue that the method is attractive because of its ability to reduce overfitting, select predictors, learn smooth effect patterns over time, and finally, its simplicity
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