LASSO (Least Absolute Shrinkage and Selection Operator) is a useful tool to achieve the shrinkage and variable selection simultaneously. Since LASSO uses the L1 penalty, the optim...
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 propose a novel group regularization which we call exclusive lasso. Unlike the group lasso regularizer that assumes covarying variables in groups, the proposed exclusive lasso ...
Sparsity or parsimony of statistical models is crucial for their proper interpretations, as in sciences and social sciences. Model selection is a commonly used method to find such...
L1 (also referred to as the 1-norm or Lasso) penalty based formulations have been shown to be effective in problem domains when noisy features are present. However, the L1 penalty...