An Active Set Algorithm for Structured Sparsity Inducing Norms

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An Active Set Algorithm for Structured Sparsity-Inducing Norms Rodolphe Jenatton Jean-Yves Audibert Francis Bach Willow project, INRIA - Ecole Normale Superieure OPT Workshop, NIPS, 12th December 2009

  • structured sparsity-inducing

  • convex-like structure

  • sparsity- inducing norms

  • overlapping variables

  • norm

  • popular choice


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An Active Set Algorithm for Structured Sparsity-Inducing Norms
Rodolphe Jenatton Jean-Yves Audibert Francis Bach Willowproject,INRIA-EcoleNormaleSupe´rieure
OPT Workshop, NIPS, 12th December 2009