Learning Hierarchical Interactions at Scale: A Convex Optimization Approach

5 Feb 2019Hussein HazimehRahul Mazumder

In many learning settings, it is beneficial to augment the main features with pairwise interactions. Such interaction models can be often enhanced by performing variable selection under the so-called strong hierarchy constraint: an interaction is non-zero only if its associated main features are non-zero... (read more)

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