Use lasso method, optimize the characteristic matrix feature selection (vector selection), to the optimal.

lasso\cxw_20150122\ElasticNet.pdf
.....\............\enet_talk.pdf
.....\............\l1-2.pdf
.....\............\l1_ls.pdf
.....\............\....._matlab\@partialDCT\ctranspose.m
.....\............\............\...........\mtimes.m
.....\............\............\...........\partialDCT.m
.....\............\............\find_lambdamax_l1_ls.m
.....\............\............\find_lambdamax_l1_ls_nonneg.m
.....\............\............\l1_ls.m
.....\............\............\l1_ls_nonneg.m
.....\............\............\l1_ls_usrguide.pdf
.....\............\............\lars.m
.....\............\............\operator_example.m
.....\............\............\README.TXT
.....\............\............\rssError.m
.....\............\............\simple_example.m
.....\............\............\stageWise.m
.....\............\............\前向回归逐步算法.m
.....\............\............\网上Lasso.m
.....\............\l1_ls_matlab.zip
.....\............\lasso-retro.pdf
.....\Lasso论文和程序.rar
.....\cxw_20150122\l1_ls_matlab\@partialDCT
.....\............\l1_ls_matlab
.....\cxw_20150122
lasso

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