The degrees of freedom of the Group Lasso for a General Design
| hal.structure.identifier | CEntre de REcherches en MAthématiques de la DEcision [CEREMADE] | |
| dc.contributor.author | VAITER, Samuel | |
| hal.structure.identifier | CEntre de REcherches en MAthématiques de la DEcision [CEREMADE] | |
| dc.contributor.author | DELEDALLE, Charles | |
| hal.structure.identifier | CEntre de REcherches en MAthématiques de la DEcision [CEREMADE] | |
| dc.contributor.author | PEYRÉ, Gabriel | |
| hal.structure.identifier | Equipe Image - Laboratoire GREYC - UMR6072 | |
| dc.contributor.author | FADILI, Jalal M. | |
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| dc.contributor.author | DOSSAL, Charles | |
| dc.date.accessioned | 2024-04-04T02:23:24Z | |
| dc.date.available | 2024-04-04T02:23:24Z | |
| dc.date.created | 2012-12-26 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/189736 | |
| dc.description.abstractEn | In this paper, we are concerned with regression problems where covariates can be grouped in nonoverlapping blocks, and where only a few of them are assumed to be active. In such a situation, the group Lasso is an at- tractive method for variable selection since it promotes sparsity of the groups. We study the sensitivity of any group Lasso solution to the observations and provide its precise local parameterization. When the noise is Gaussian, this allows us to derive an unbiased estimator of the degrees of freedom of the group Lasso. This result holds true for any fixed design, no matter whether it is under- or overdetermined. With these results at hand, various model selec- tion criteria, such as the Stein Unbiased Risk Estimator (SURE), are readily available which can provide an objectively guided choice of the optimal group Lasso fit. | |
| dc.language.iso | en | |
| dc.subject.en | Group Lasso | |
| dc.subject.en | Degrees of freedom | |
| dc.subject.en | Sparsity | |
| dc.subject.en | Model selection criteria | |
| dc.title.en | The degrees of freedom of the Group Lasso for a General Design | |
| dc.type | Document de travail - Pré-publication | |
| dc.subject.hal | Mathématiques [math]/Théorie de l'information et codage [math.IT] | |
| dc.subject.hal | Informatique [cs]/Théorie de l'information [cs.IT] | |
| dc.identifier.arxiv | 1212.6478 | |
| dc.description.sponsorshipEurope | Sparsity, Image and Geometry to Model Adaptively Visual Processings | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| hal.identifier | hal-00768896 | |
| hal.version | 1 | |
| hal.audience | Non spécifiée | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-00768896v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.au=VAITER,%20Samuel&DELEDALLE,%20Charles&PEYR%C3%89,%20Gabriel&FADILI,%20Jalal%20M.&DOSSAL,%20Charles&rft.genre=preprint |
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