Adaptive multi-penalty regularization based on a generalized Lasso path.

Markus Grasmair Timo Klock Valeriya Naumova

Published in: CoRR (2017)

Keyphrases

regularization parameter
penalty term
feature selection
solution path
shortest path
least squares
linear regression
variable selection
group lasso
elastic net
prior information
data dependent
spatially adaptive
regularization methods