Fused lasso with a non-convex sparsity inducing penalty.
Ilker BayramPo-Yu ChenIvan W. SelesnickPublished in: ICASSP (2014)
Keyphrases
- sparsity inducing
- variable selection
- group lasso
- structured sparsity
- regression model
- efficient optimization
- cross validation
- convex optimization
- sparse learning
- high dimensional
- multi task
- linear models
- dimension reduction
- model selection
- contingency tables
- multi label learning
- multiple kernel learning
- elastic net
- high dimensional data
- regression problems
- convex relaxation
- multi task learning
- regularization term
- convex optimization problems
- evolutionary algorithm
- probabilistic model
- objective function
- low dimensional
- statistical inference
- low rank