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On Sparsity Inducing Regularization Methods for Machine Learning
Sparsity Inducing Regularization Methods for Machine Learning
2013/5/2
During the past years there has been an explosion of interest in learning methods based on sparsity regularization. In this paper, we discuss a general class of such methods, in which the regularizer ...
Causal Network Inference via Group Sparse Regularization
Causal Network Inference via Group Sparse Regularization
2011/7/5
This paper addresses the problem of inferring sparse causal networks modeled by multivariate auto-regressive (MAR) processes. Conditions are derived under which the Group Lasso (gLasso) procedure cons...