The Lasso is a popular technique for joint estimation and continuous variable selection, especially well-suited for sparse and possibly under-determined linear regression problems....
We attack the task of predicting which news-stories are more appealing to a given audience by comparing ‘most popular stories’, gathered from various online news outlets, over ...
Elena Hensinger, Ilias N. Flaounas, Nello Cristian...
We consider the problem of learning a coefficient vector x0 ∈ RN from noisy linear observation y = Ax0 + w ∈ Rn . In many contexts (ranging from model selection to image proce...
Sparsity or parsimony of statistical models is crucial for their proper interpretations, as in sciences and social sciences. Model selection is a commonly used method to find such...
The Lasso is an attractive regularisation method for high dimensional regression. It combines variable selection with an efficient computational procedure. However, the rate of co...
Group lasso is a natural extension of lasso and selects variables in a grouped manner. However, group lasso suffers from estimation inefficiency and selection inconsistency. To re...
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...
The least-absolute shrinkage and selection operator (Lasso) is a popular tool for joint estimation and continuous variable selection, especially well-suited for the under-determin...
Adaptive Ridge is a special form of Ridge regression, balancing the quadratic penalization on each parameter of the model. It was shown to be equivalent to Lasso (least absolute s...
Lasso is a regularization method for parameter estimation in linear models. It optimizes the model parameters with respect to a loss function subject to model complexities. This p...