Sparse Group Lasso: Optimal Sample Complexity, Convergence Rate, and Statistical Inference.
T. Tony CaiAnru R. ZhangYuchen ZhouPublished in: IEEE Trans. Inf. Theory (2022)
Keyphrases
- objective function
- convergence rate
- group lasso
- statistical inference
- contingency tables
- sample complexity
- lower bound
- optimal solution
- model selection
- regression model
- upper bound
- generalization error
- statistical learning
- learning problems
- theoretical analysis
- bayesian inference
- graphical models
- supervised learning
- cross validation
- active learning
- machine learning
- multiple kernel learning
- multi task
- special case
- learning algorithm
- decision trees
- dynamic programming
- bayesian networks
- training examples
- data sets
- statistical methods
- training data
- sample size