Information criteria for variable selection under sparsity
نویسندگان
چکیده
منابع مشابه
STRUCTURED VARIABLE SELECTION WITH SPARSITY-INDUCING NORMS Structured Variable Selection with Sparsity-Inducing Norms
We consider the empirical risk minimization problem for linear supervised learning, with regularization by structured sparsity-inducing norms. These are defined as sums of Euclidean norms on certain subsets of variables, extending the usual l1-norm and the group l1-norm by allowing the subsets to overlap. This leads to a specific set of allowed nonzero patterns for the solutions of such problem...
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ژورنال
عنوان ژورنال: Biometrika
سال: 2014
ISSN: 1464-3510,0006-3444
DOI: 10.1093/biomet/ast055