Sparse Group Lasso: Consistency and Climate Applications.
Soumyadeep ChatterjeeKarsten SteinhaeuserArindam BanerjeeSnigdhansu ChatterjeeAuroop R. GangulyPublished in: SDM (2012)
Keyphrases
- group lasso
- variable selection
- regression model
- structured sparsity
- efficient optimization
- multi label learning
- multiple kernel learning
- multi task
- regularization term
- low rank
- contingency tables
- convex optimization
- multi task learning
- regression problems
- mixed norm
- cross validation
- linear models
- model selection
- high dimensional
- training set
- learning tasks
- objective function
- gaussian process
- linear combination