Two-Layer Feature Reduction for Sparse-Group Lasso via Decomposition of Convex Sets.

Jie Wang Zhanqiu Zhang Jieping Ye

Published in: J. Mach. Learn. Res. (2019)

Keyphrases

group lasso
convex sets
convex optimization
variable selection
regression model
low rank
multiple kernel learning
finite number
convex hull
higher dimensional
high dimensional
feature selection
machine learning methods
semi supervised learning
principal component analysis
feature vectors
feature extraction