The Degrees of Freedom of the Group Lasso
Langue
en
Communication dans un congrès
Ce document a été publié dans
International Conference on Machine Learning Workshop (ICML), 2012, Edinburgh.
Résumé en anglais
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 ...Lire la suite >
Mots clés en anglais
sparsity
group lasso
block regularization
local variation
degrees of freedom
unbiased risk estimation