Sparse Support Recovery with Non-smooth Loss Functions.

Kévin Degraux Gabriel Peyré Jalal Fadili Laurent Jacques

Published in: CoRR (2016)

Keyphrases

loss function
squared error
support vector
pairwise
loss minimization
logistic regression
risk minimization
high dimensional
learning to rank
empirical risk
precision and recall
density estimation
reproducing kernel hilbert space
hinge loss
coordinate descent method