Adaptive sparse group LASSO in quantile regression.

Alvaro Mendez-Civieta M. Carmen Aguilera-Morillo Rosa E. Lillo

Published in: Adv. Data Anal. Classif. (2021)

Keyphrases

group lasso
quantile regression
regression model
variable selection
response variable
efficient optimization
multi task
contingency tables
multiple kernel learning
least squares
low rank
multi task learning
high dimensional
linear models
decision trees
dimension reduction