mylogsumexp.m

lasso变量选择方法

function lse = mylogsumexp(b)
% does logsumexp across columns
B = max(b,[],2);
if issparse(b)
    lse = log(sum(exp(b-repmat(B,[1 size(b,2)])),2))+B;
else
    lse = log(sum(exp(b-repmatC(B,[1 size(b,2)])),2))+B;
end
end