Integrative weighted group lasso and generalized local quadratic approximation.
Qing PanYunpeng ZhaoPublished in: Comput. Stat. Data Anal. (2016)
Keyphrases
- group lasso
- variable selection
- regression model
- efficient optimization
- multi task
- contingency tables
- objective function
- low rank
- multiple kernel learning
- pairwise
- regularization term
- multi task learning
- multi label learning
- convex optimization
- multi class
- feature extraction
- model selection
- cross validation
- regression problems