The Contextual Lasso: Sparse Linear Models via Deep Neural Networks.
Ryan ThompsonAmir DezfouliRobert KohnPublished in: NeurIPS (2023)
Keyphrases
- linear models
- group lasso
- variable selection
- neural network
- linear regression
- regression coefficients
- gaussian graphical models
- additive models
- high dimensional
- sparse representation
- regularized regression
- cross validation
- pattern recognition
- linear model
- least squares
- gaussian processes
- machine learning
- gaussian process
- regression model
- high dimensional data
- model selection
- hyperparameters
- dimension reduction
- singular value decomposition
- nonlinear models
- generative model
- nearest neighbor
- feature selection