Moderately clipped LASSO.

Sunghoon Kwon Sangin Lee Yongdai Kim

Published in: Comput. Stat. Data Anal. (2015)

Keyphrases

feature selection
variable selection
linear regression
sparse representation
model selection
group lasso
least squares
regression coefficients
cross validation
regression model
generalized linear models
data mining
elastic net
multi task
linear combination
denoising
learning algorithm