## What is least angle regression (LARS)?

https://www.quora.com/What-is-Least-Angle-Regression-and-when-should-it-be-used

LARS, then, is essentially forward stagewise made fast. Instead of making tiny hops in the direction of one variable at a time, LARS makes optimally-sized leaps in optimal directions. These directions are chosen to make equal angles (equal correlations) with each of the variables currently in our model.

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