Dynamic Screening: Accelerating First-Order Algorithms for the Lasso and Group-Lasso.
Antoine BonnefoyValentin EmiyaLiva RalaivolaRémi GribonvalPublished in: CoRR (2014)
Keyphrases
- group lasso
- variable selection
- efficient optimization
- regression model
- regression coefficients
- feature selection
- convex optimization
- multiple kernel learning
- low rank
- regularization term
- contingency tables
- evolutionary algorithm
- learning algorithm
- machine learning algorithms
- optimization methods
- multi task
- simulated annealing
- linear models
- multi label learning
- least squares