Implicit differentiation of Lasso-type models for hyperparameter optimization.
Quentin BertrandQuentin KlopfensteinMathieu BlondelSamuel VaiterAlexandre GramfortJoseph SalmonPublished in: ICML (2020)
Keyphrases
- model selection
- statistical models
- prior knowledge
- optimization problems
- response surface
- gaussian processes
- probabilistic model
- parameter estimation
- social networks
- global optimization
- optimization algorithm
- computational models
- optimization method
- experimental data
- statistical model
- artificial neural networks
- bayesian networks
- decision trees