Adaptive regularization using the entire solution surface

DOI10.1093/BIOMET/ASP038MaRDI QIDQ3399066zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 29 September 2009

Published in Biometrika (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc3741328

zbMATH Keywords

\(L_{{\infty}}\)-norm\(L_{1}\)-normhomotopylassoleast squares regressionsubgradientsupport vector machinevariable grouping and selection

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

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Cited in

(8)

• Adaptive multi-penalty regularization based on a generalized Lasso path
• Penalized regression combining the \( L_{1}\) norm and a correlation based penalty
• Sparse regression with multi-type regularized feature modeling
• Group sparse RLS algorithms
• An ordinary differential equation-based solution path algorithm
• Adaptive Regularization With the Structure Tensor
• Grouping pursuit through a regularization solution surface
• A tutorial on rank-based coefficient estimation for censored data in small- and large-scale problems

Describes a project that uses

Uses Software

• OSCAR

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