Lasso+L0 performed on a tailor made feature space was introduced in Phys. Rev. Lett. 114, 105503 (2015).
The application of the method goes through these step:
- The feature space is generated by creating a list of analytical expressions (the derived features), obtained by combining the selected primary features and operations.
- The Least Absolute Shrinkage and Selection Operator (LASSO) is applied. In practice the following minimization is performed: LASSOformula where P is a vector listing the property of interest (here, the RS - ZB difference in energy) for all data points (here, binary materials), D is a matrix whose columns are the derived features listed for each material, c is the (sparse) vector of coefficients that is found upon minimization.
A short summary of the method will appear below soon.