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On the Closed-form Proximal Mapping and Efficient Algorithms for Exclusive Lasso Models.
Yancheng Yuan
Meixia Lin
Defeng Sun
Kim-Chuan Toh
Published in:
CoRR (2019)
Keyphrases
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closed form
point correspondences
probabilistic model
model selection
statistical models
least squares
feature selection
feature extraction
prior knowledge
parameter estimation
linear regression
variational inference
closed form expressions