288 search results - page 4 / 58 » Robust Regression and Lasso |
CORR
2007
Springer
13 years 5 months ago
2007
Springer
We consider the least-square regression problem with regularization by a block 1-norm, that is, a sum of Euclidean norms over spaces of dimensions larger than one. This problem, r...
CORR
2010
Springer
13 years 3 months ago
2010
Springer
This paper surveys recent work in applying ideas from graphical models and message passing algorithms to solve large scale regularized regression problems. In particular, the focu...
CSDA
2007
13 years 5 months ago
2007
Ridge regression is a well established method to shrink regression parameters towards zero, thereby securing existence of estimates. The present paper investigates several approac...
ICML
2009
IEEE
14 years 6 months ago
2009
IEEE
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 ...
JMLR
2010
13 years 3 days ago
2010
A new approach to regression regularization called the Pairwise Elastic Net is proposed. Like the Elastic Net, it simultaneously performs automatic variable selection and continuo...