The Trimmed Lasso: Sparse Recovery Guarantees and Practical Optimization by the Generalized Soft-Min Penalty.
Tal AmirRonen BasriBoaz NadlerPublished in: CoRR (2020)
Keyphrases
- sparse representation
- optimization problems
- elastic net
- real world
- global optimization
- optimization algorithm
- objective function
- least squares
- cross validation
- joint optimization
- regularized regression
- sparse pca
- generalized linear models
- high dimensional
- optimization process
- feature selection
- sparse data
- variable selection
- eigenvalue decomposition
- group lasso
- efficient optimization
- compressed sensing
- canonical correlation analysis
- random projections
- optimization model
- optimization methods
- sparse coding
- model selection
- machine learning