On an unsupervised method for parameter selection for the elastic net
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Publication:2167641
DOI10.3934/mine.2022053MaRDI QIDQ2167641
Zeljko Kereta, Valeriya Naumova
Publication date: 25 August 2022
Published in: Mathematics in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/mine.2022053
parameter selection; iterative thresholding; data-driven regularization; matrix concentration inequalities; sub-Gaussian vectors; elastic net regularization