no code implementations • NeurIPS 2012 • Mert Pilanci, Laurent E. Ghaoui, Venkat Chandrasekaran
We propose a direct relaxation of the minimum cardinality problem and show that it can be efficiently solved using convex programming.
no code implementations • NeurIPS 2011 • Youwei Zhang, Laurent E. Ghaoui
In this paper, we demonstrate the surprising fact that sparse PCA can be easier than PCA in practice, and that it can be reliably applied to very large data sets.
no code implementations • NeurIPS 2008 • Pierre Garrigues, Laurent E. Ghaoui
It has been shown that the problem of $\ell_1$-penalized least-square regression commonly referred to as the Lasso or Basis Pursuit DeNoising leads to solutions that are sparse and therefore achieves model selection.