So are model homotopies commonly used? Yes, they are. As an example consider glmnet: Jerome Friedman, Trevor Hastie, Robert Tibshirani (2010). Regularization Paths for Generalized Linear Models via Coordinate Descent. Journal of Statistical Software, 33(1), 1-22. URL http://www.jstatsoft.org/v33/i01/. From help(glmnet): library(glmnet) x = matrix(rnorm(100 * 20), 100, 20) g2 = […]
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