The Degrees of Freedom of the Group Lasso
From MaRDI portal
Publication:6232848
arXiv1205.1481MaRDI QIDQ6232848FDOQ6232848
Authors: Samuel Vaiter, Charles-Alban Deledalle, Gabriel Peyré, Jalal Fadili, Charles Dossal 
Publication date: 7 May 2012
Abstract: This paper studies the sensitivity to the observations of the block/group Lasso solution to an overdetermined linear regression model. Such a regularization is known to promote sparsity patterns structured as nonoverlapping groups of coefficients. Our main contribution provides a local parameterization of the solution with respect to the observations. As a byproduct, we give an unbiased estimate of the degrees of freedom of the group Lasso. Among other applications of such results, one can choose in a principled and objective way the regularization parameter of the Lasso through model selection criteria.
This page was built for publication: The Degrees of Freedom of the Group Lasso
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6232848)
