Accelerated Block Coordinate Descent for Sparse Group Lasso.
Alejandro CatalinaCarlos M. AlaízJosé R. DorronsoroPublished in: IJCNN (2018)
Keyphrases
- group lasso
- sparsity inducing
- convex optimization
- variable selection
- structured sparsity
- regression model
- efficient optimization
- contingency tables
- multi task
- low rank
- multiple kernel learning
- multi label learning
- regularization term
- mixed norm
- multi task learning
- linear models
- regression problems
- interior point methods
- model selection
- high dimensional
- gaussian process
- high order
- cross validation
- linear combination
- training data