An Iterative Sparse-Group Lasso (Q3391280)

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An Iterative Sparse-Group Lasso
scientific article

    Statements

    title
    An Iterative Sparse-Group Lasso (English)
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    author
    Juan C. Laria
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    Rosa Elvira Lillo
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    publication date
    28 March 2022
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    zbMATH Keywords
    coordinate descent
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    gradient-free
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    high-dimension
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    optimization
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    regularization
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    describes a project that uses
    ECOS
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    R
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    glasso
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    glmnet
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    CVXPY
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    C-HiLasso
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    Identifiers

    zbMATH DE Number
    7499089
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