Sparse Group Lasso: Optimal Sample Complexity, Convergence Rate, and Statistical Inference.
T. Tony CaiAnru ZhangYuchen ZhouPublished in: CoRR (2019)
Keyphrases
- convergence rate
- group lasso
- statistical inference
- contingency tables
- sample complexity
- model selection
- regression model
- generalization error
- theoretical analysis
- statistical learning
- learning problems
- bayesian inference
- upper bound
- supervised learning
- graphical models
- multiple kernel learning
- learning algorithm
- sample size
- training examples
- active learning
- lower bound
- special case
- statistical methods
- multi task
- optimal solution
- machine learning
- cross validation
- convex optimization
- dynamic programming
- low rank
- statistical analysis
- text classification