lasso研究現狀:http://blog.sciencenet.cn/blog-252888-711579.html
重點看下面這兩個:(主講原理)
lasso方法概述:http://www.huangwc.cn/index.php/archives/118/
lasso更細節:修正的LARS算法和lasso(http://cos.name/2011/04/modified-lars-and-lasso/)
lasso代碼實現:http://blog.csdn.net/solomon1558/article/details/41762827