A note on the group lasso and a sparse group lasso

Details A note on the group lasso and a sparse group lasso A note on the group lasso and a sparse group lasso

2010-01-05

arxiv.org/abs/1001.0736v1

Mathematics

Statistics Theory

8 pages, 3 figs

Scientific paper

We consider the group lasso penalty for the linear model. We note that the standard algorithm for solving the problem assumes that the model matrices in each group are orthonormal. Here we consider a more general penalty that blends the lasso (L1) with the group lasso ("two-norm"). This penalty yields solutions that are sparse at both the group and individual feature levels. We derive an efficient algorithm for the resulting convex problem based on coordinate descent. This algorithm can also be used to solve the general form of the group lasso, with non-orthonormal model matrices.

Affiliated with

Also associated with

No associations

Rating

A note on the group lasso and a sparse group lasso does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with A note on the group lasso and a sparse group lasso, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A note on the group lasso and a sparse group lasso will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-540623