Lasso, fractional norm and structured sparse estimation using a Hadamard product parametrization.
Peter D. HoffPublished in: Comput. Stat. Data Anal. (2017)
Keyphrases
- regularized regression
- group lasso
- sparse representation
- regression model
- generalized linear models
- elastic net
- variable selection
- structured sparsity
- sparse learning
- norm regularization
- mixed norm
- efficient optimization
- contingency tables
- multiple kernel learning
- low rank matrices
- multi label learning
- regularized least squares
- feature selection
- model selection
- multi task
- low rank
- structured data
- real world
- robust principal component analysis
- parameter estimation
- estimation algorithm
- life cycle
- norm minimization
- total least squares
- cross validation
- sample size
- sparse coding
- convex optimization
- face recognition
- sparse data
- random projections