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» The Iso-regularization Descent Algorithm for the LASSO
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ICML
2009
IEEE
14 years 5 months ago
Blockwise coordinate descent procedures for the multi-task lasso, with applications to neural semantic basis discovery
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 ...
Han Liu, Mark Palatucci, Jian Zhang
ICML
2004
IEEE
13 years 10 months ago
Gradient LASSO for feature selection
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...
Yongdai Kim, Jinseog Kim
NIPS
2008
13 years 6 months ago
An Homotopy Algorithm for the Lasso with Online Observations
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...
Pierre Garrigues, Laurent El Ghaoui
CORR
2010
Springer
139views Education» more  CORR 2010»
13 years 4 months ago
Fast Overlapping Group Lasso
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...
Jun Liu, Jieping Ye