A Regularization Approach to Nonlinear Variable Selection.

Lorenzo Rosasco Matteo Santoro Sofia Mosci Alessandro Verri Silvia Villa

Published in: AISTATS (2010)

Keyphrases

variable selection
group lasso
cross validation
sparsity inducing
input variables
high dimensional
model selection
regularization parameter
structured sparsity
dimension reduction
linear models
high dimensional data
training set
energy function
regularization methods
number of input variables