Optimization with Sparsity-Inducing Penalties.

Francis R. Bach Rodolphe Jenatton Julien Mairal Guillaume Obozinski

Published in: Found. Trends Mach. Learn. (2012)

Keyphrases

sparsity inducing
structured sparsity
variable selection
sparse learning
convex optimization problems
sparse regression
optimization method
optimization problems
linear combination
convex optimization
statistical learning
group lasso
cost function
least squares
compressive sensing
elastic net