Implicit Differentiation for Hyperparameter Tuning the Weighted Graphical Lasso.

Can Pouliquen Paulo Gonçalves Mathurin Massias Titouan Vayer

Published in: CoRR (2023)

Keyphrases

model selection
least squares
cross validation
gaussian process
gaussian processes
feature selection
hyperparameters
rule selection
variable selection
machine learning
neural network
sparse representation
linear regression
weighted graph
weighted sum
elastic net