A Primal-Dual Algorithm for Group Sparse Regularization with Overlapping Groups

NeurIPS 2010 Sofia MosciSilvia VillaAlessandro VerriLorenzo Rosasco

We deal with the problem of variable selection when variables must be selected group-wise, with possibly overlapping groups defined a priori. In particular we propose a new optimization procedure for solving the regularized algorithm presented in Jacob et al. 09, where the group lasso penalty is generalized to overlapping groups of variables... (read more)

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