We consider the problem of learning a sparse multi-task regression, where the structure in the outputs can be represented as a tree with leaf nodes as outputs and internal nodes a...
We study a generalized framework for structured sparsity. It extends the well known methods of Lasso and Group Lasso by incorporating additional constraints on the variables as pa...
Luca Baldassarre, Jean Morales, Andreas Argyriou, ...
Sparse modeling is a powerful framework for data analysis and processing. Traditionally, encoding in this framework is performed by solving an 1-regularized linear regression prob...
Many statistical M-estimators are based on convex optimization problems formed by the weighted sum of a loss function with a norm-based regularizer. We analyze the convergence rat...
Alekh Agarwal, Sahand Negahban, Martin J. Wainwrig...