Nonnegative hierarchical Lasso with a mixed \((1, \frac{1}{2})\)-penalty and a fast solver (Q2314052)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonnegative hierarchical Lasso with a mixed \((1, \frac{1}{2})\)-penalty and a fast solver |
scientific article |
Statements
Nonnegative hierarchical Lasso with a mixed \((1, \frac{1}{2})\)-penalty and a fast solver (English)
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19 July 2019
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nonnegative hierarchical Lasso
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oracle property
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bi-level selection
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index tracking
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oracle inequality
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