We develop a novel online learning algorithm for the group lasso in order to efficiently find the important explanatory factors in a grouped manner. Different from traditional bat...
Haiqin Yang, Zenglin Xu, Irwin King, Michael R. Ly...
We propose a new penalty function which, when used as regularization for empirical risk minimization procedures, leads to sparse estimators. The support of the sparse vector is ty...
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...
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, ...