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A SPARSE-GROUP LASSO
penalize regularize regression model nesterov
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2015/8/21
For high dimensional supervised learning problems, often using problem specific assumptions can lead to greater accuracy. For problems with grouped covariates, which are believed to have sparse effect...
A note on the group lasso and a sparse group lasso
note group lasso sparse group lasso
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2010/3/9
We consider the group lasso penalty for the linear model. We note that
the standard algorithm for solving the problem assumes that the model
matrices in each group are orthonormal. Here we consider ...