Correlated Feature Selection with Extended Exclusive Group Lasso.
Yuxin SunBenny ChainSamuel KaskiJohn Shawe-TaylorPublished in: CoRR (2020)
Keyphrases
- group lasso
- feature selection
- multi task
- variable selection
- regression model
- multiple kernel learning
- efficient optimization
- multi class
- feature space
- regression problems
- text categorization
- high dimensionality
- machine learning
- multi label learning
- model selection
- support vector
- feature extraction
- convex optimization
- regularization term
- classification accuracy
- high dimensional
- dimension reduction
- information gain
- genetic programming
- feature set
- support vector machine