Efficient Sparse Semismooth Newton Methods for the Clustered Lasso Problem.

Meixia Lin Yong-Jin Liu Defeng Sun Kim-Chuan Toh

Published in: SIAM J. Optim. (2019)

Keyphrases

least squares
elastic net
lightweight
cost effective
data sets
machine learning
learning algorithm
feature selection
high dimensional
sparse representation
regression model
sample size