GAP Safe Screening Rules for Sparse-Group Lasso.
Eugène NdiayeOlivier FercoqAlexandre GramfortJoseph SalmonPublished in: NIPS (2016)
Keyphrases
- group lasso
- variable selection
- regression model
- structured sparsity
- efficient optimization
- multi label learning
- multi task
- contingency tables
- multiple kernel learning
- low rank
- mixed norm
- multi task learning
- convex optimization
- regularization term
- linear models
- high dimensional
- genetic programming
- regression problems
- gaussian process
- high order
- multi label
- learning tasks
- cross validation
- linear combination
- model selection
- learning problems
- cost function
- matrix factorization