The Degrees of Freedom of the Group Lasso
| 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 | 2024-04-04T02:25:10Z | |
| dc.date.available | 2024-04-04T02:25:10Z | |
| dc.date.created | 2012-05-07 | |
| dc.date.conference | 2012 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/189867 | |
| dc.description.abstractEn | 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. | |
| dc.language.iso | en | |
| dc.subject.en | sparsity | |
| dc.subject.en | group lasso | |
| dc.subject.en | block regularization | |
| dc.subject.en | local variation | |
| dc.subject.en | degrees of freedom | |
| dc.subject.en | unbiased risk estimation | |
| dc.title.en | The Degrees of Freedom of the Group Lasso | |
| dc.type | Communication dans un congrès | |
| dc.subject.hal | Mathématiques [math]/Statistiques [math.ST] | |
| dc.subject.hal | Mathématiques [math]/Théorie de l'information et codage [math.IT] | |
| dc.subject.hal | Informatique [cs]/Traitement du signal et de l'image | |
| dc.subject.hal | Sciences de l'ingénieur [physics]/Traitement du signal et de l'image | |
| dc.subject.hal | Statistiques [stat]/Théorie [stat.TH] | |
| dc.subject.hal | Informatique [cs]/Théorie de l'information [cs.IT] | |
| dc.identifier.arxiv | 1205.1481 | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| bordeaux.conference.title | International Conference on Machine Learning Workshop (ICML) | |
| bordeaux.country | GB | |
| bordeaux.conference.city | Edinburgh | |
| bordeaux.peerReviewed | oui | |
| hal.identifier | hal-00695292 | |
| hal.version | 1 | |
| hal.invited | non | |
| hal.proceedings | oui | |
| hal.popular | non | |
| hal.audience | Internationale | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-00695292v1 | |
| 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=unknown |
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