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A Forward and Backward Stagewise algorithm for nonconvex loss functions with adaptive Lasso.
Xingjie Shi
Yuan Huang
Jian Huang
Shuangge Ma
Published in:
Comput. Stat. Data Anal. (2018)
Keyphrases
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loss function
forward and backward
dynamic programming
cost function
learning algorithm
search space
optimal solution
pairwise
np hard
machine learning
training data
particle swarm optimization
global search
beam search
convex loss functions