The Trimmed Lasso: Sparse Recovery Guarantees and Practical Optimization by the Generalized Soft-Min Penalty.
Tal AmirRonen BasriBoaz NadlerPublished in: SIAM J. Math. Data Sci. (2021)
Keyphrases
- sparse representation
- group lasso
- alternating direction
- elastic net
- variable selection
- optimization algorithm
- regression model
- real world
- generalized linear models
- global optimization
- high dimensional
- efficient optimization
- joint optimization
- sparse pca
- sparse matrix
- penalty function
- compressed sensing
- model selection
- optimization problems
- least squares
- combinatorial optimization
- objective function
- feature selection