Regularization vs. Relaxation: A conic optimization perspective of statistical variable selection.
Hongbo DongKun ChenJeff T. LinderothPublished in: CoRR (2015)
Keyphrases
- variable selection
- stochastic search
- sparsity inducing
- group lasso
- cross validation
- input variables
- high dimensional
- linear models
- model selection
- regularization parameter
- dimension reduction
- feature selection
- structured sparsity
- neural network
- optimization problems
- computer vision
- statistical inference
- convex relaxation
- high dimensional data
- data sets
- efficient optimization
- feature space