Exclusive Group Lasso for Structured Variable Selection.
David GregorattiXavier MestreCarlos BuelgaPublished in: CoRR (2021)
Keyphrases
- variable selection
- group lasso
- structured sparsity
- cross validation
- input variables
- high dimensional
- linear models
- model selection
- dimension reduction
- regression model
- efficient optimization
- feature selection
- high dimensional data
- sparsity inducing
- contingency tables
- low rank
- pattern recognition
- multiple kernel learning
- ls svm