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ECML
2007
Springer
187
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Machine Learning
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ECML 2007
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Fast Optimization Methods for L1 Regularization: A Comparative Study and Two New Approaches
14 years 8 months ago
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pages.cs.wisc.edu
L1 regularization is effective for feature selection, but the resulting optimization is challenging due to the non-differentiability of the 1-norm. In this paper we compare state...
Mark Schmidt, Glenn Fung, Rómer Rosales
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