We develop a cyclical blockwise coordinate descent algorithm for the multi-task Lasso that efficiently solves problems with thousands of features and tasks. The main result shows ...
The group Lasso is an extension of the Lasso for feature selection on (predefined) non-overlapping groups of features. The non-overlapping group structure limits its applicability...
We consider the problem of how to improve the efficiency of Multiple Kernel Learning (MKL). In literature, MKL is often solved by an alternating approach: (1) the minimization of ...
Zenglin Xu, Rong Jin, Haiqin Yang, Irwin King, Mic...
It has been shown that the problem of 1-penalized least-square regression commonly referred to as the Lasso or Basis Pursuit DeNoising leads to solutions that are sparse and there...
We present an extension to the Lasso [9] for binary classification problems with ordered attributes. Inspired by the Fused Lasso [8] and the Group Lasso [10, 4] models, we aim to...