m m β x_{j_{1}} x_{j_{1}} x_{j_{2}} x_{j_{1}} x_{j_{2}} x_{j3} x_{j_{1}} x_{j_{2}} x_{j_{3}}

k μ̂ =

Xβ̂ k β̂_{j}

k ?? X = (x_{1}, x_{2})

c(μ̂) = X′(y−μ̂) = X′(ȳ_{2}−μ̂)

(1) ȳ_{2}

L(X) x_{1} x_{2} μ̂_{0} = 0 ?? ȳ_{2}−

μ̂_{0} x_{1} x_{2}

c_{1}(μ̂_{0}) > c_{2}(μ̂_{0})

μ̂_{0} x_{1}

μ̂_{1} = μ̂_{0}+γ̂_{1}x_{1}. (2)

γ̂_{1} ϵ γ̂_{1}

μ̂_{1} ȳ_{1} y

L(x_{1})

γ̂_{1} ȳ_{2}−

μ̂ x_{1} x_{2} ȳ_{2}−

μ̂_{1} x_{1} x_{2}

c_{1}(μ̂_{1}) =

c_{2}(μ̂_{1}) u_{2}

μ̂_{2} = μ̂_{1}+γ̂_{2}u_{2}, (3)

γ̂_{2}

μ̂_{2} = ȳ_{2}

γ̂_{2}

?? γ̂_{1}

γ̂_{2} … γ̂_{m} x_{1} x_{2} … x_{m} A {1, 2, …, m}

X_{A} = (… s_{j}x_{j} …)_{j∈A}

(4) s_{j}

±1

G_{A} = X′_{A}X_{A}conA_{A} = (1′_{A}G_{A}1_{A})^{− \frac{1}{2}} (5)

1_{A} |A| A

u_{A} = X_{A}w_{A}conw_{A} = A_{A}G_{A}^{−1}1_{A} (6)

A

X′_{A}u_{A} = A_{A}1_{A}e||u_{A}||^{2} = 1. (7)

μ̂_{0} = 0 μ̂

μ̂_{A}

ĉ = X′(y−μ̂_{A}) (8)

ĉ = c(μ̂) =

X′(y− μ̂) A

Ĉ = max_{j} |ĉ_{j}|eA = {j : |ĉ_{j}| = Ĉ}.

(9)

s_{j} = sign{ĉ_{j}}conj ∈ A (10)

X_{A} A_{A}