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Dynamic Screening: Accelerating First-Order Algorithms for the Lasso and Group-Lasso.
Antoine Bonnefoy
Valentin Emiya
Liva Ralaivola
Rémi Gribonval
Published in:
IEEE Trans. Signal Process. (2015)
Keyphrases
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group lasso
regression model
variable selection
efficient optimization
learning algorithm
multi task learning
higher order
optimization problems
machine learning algorithms
low rank
regression coefficients
high dimensional
cost function
multiple kernel learning