GAP Safe Screening Rules for Sparse-Group-Lasso.
Eugène NdiayeOlivier FercoqAlexandre GramfortJoseph SalmonPublished in: CoRR (2016)
Keyphrases
- group lasso
- variable selection
- regression model
- structured sparsity
- efficient optimization
- multiple kernel learning
- multi label learning
- multi task
- contingency tables
- convex optimization
- regularization term
- multi task learning
- mixed norm
- low rank
- association rules
- high dimensional
- regression problems
- cost function
- feature selection
- data mining