Parameter Choice Strategies for Multipenalty Regularization.

Massimo Fornasier Valeriya Naumova Sergei V. Pereverzyev

Published in: SIAM J. Numer. Anal. (2014)

Keyphrases

regularization parameter
smoothing parameter
search strategies
parameter values
data mining
machine learning
optimal strategy
generalized cross validation
neural network
learning algorithm
reinforcement learning
multi agent systems
prior information
design choices
optimal parameter settings