Regularizers for structured sparsity

DOI10.1007/S10444-011-9245-9zbMath1297.62153arXiv1010.0556OpenAlexW2128610923MaRDI QIDQ1949299

Charles A. Micchelli, Jean M. Morales, Massimiliano Pontil

Publication date: 6 May 2013

Published in: Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.0556

zbMATH Keywords

convex optimizationregularizationlinear regressionfeature selectionLASSOsparse estimation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (11)

Perspective functions: properties, constructions, and examples ⋮ A note on ``Reguralizers for structured sparsity ⋮ Learning with optimal interpolation norms ⋮ Smooth over-parameterized solvers for non-smooth structured optimization ⋮ Enhanced computation of the proximity operator for perspective functions ⋮ Variational Gram Functions: Convex Analysis and Optimization ⋮ Unnamed Item ⋮ Perspective maximum likelihood-type estimation via proximal decomposition ⋮ Sharp Oracle Inequalities for Square Root Regularization ⋮ Generalized Conditional Gradient for Sparse Estimation ⋮ Structured iterative hard thresholding with on- and off-grid applications

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