Optimization with Sparsity-Inducing Penalties

by Rodolphe Jenatton, Julien Mairal, Francis Bach

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. They were first dedicated to linear variable selection but numerous extensions have now emerged such as structured sparsity or kernel selection. It turns out that many of the related estimation problems can be cast as convex optimization problems by regularizing the empirical risk with appropriate nonsmooth norms. Optimization with Sparsity-Inducing...

• Format: Paperback
• Language: English
• ISBN: 160198510X
• ISBN13: 9781601985101
• Release Date: December 2011
• Publisher: Now Publishers
• Length: 124 Pages
• Weight: 0.41 lbs.
• Dimensions: 0.3" x 6.1" x 9.2"