Abstract
The differential geometric least angle regression method consists essentially in computing the solution path. In Augugliaro et al. [4], this problem is satisfactorily solved by using a predictor-corrector (PC) algorithm, that however has the drawback of becoming intractable when working with thousands of predictors. Using the PC algorithm leads to an increase in the run times needed for computing the solution curve. In this paper we explain an improved version of the PC algorithm (IPC), proposed in Pazira et al. [9], to decrease the effects stemming from this problem for computing the solution curve. The IPC algorithm allows the dgLARS method to be implemented by using less number of arithmetic operations that leads to potential computational saving.
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