Group Sparse Optimization via lp, q Regularization.
Yaohua HuChong LiKaiwen MengJing QinXiaoqi YangPublished in: J. Mach. Learn. Res. (2017)
Keyphrases
- stochastic programming
- global optimization
- sparsity regularization
- mixed norm
- optimization problems
- linear programming
- optimization algorithm
- optimization method
- constrained optimization
- sparse pca
- sparse data
- optimization methods
- high dimensional
- optimal solution
- feature selection
- canonical correlation analysis
- sparse approximation
- structured sparsity
- optimization process
- linear program
- convex relaxation
- model selection
- quadratic program
- elastic net
- simulated annealing
- sparsity inducing