Parameter Estimation with the Ordered $\ell_{2}$ Regularization via an Alternating Direction Method of Multipliers

4 Sep 2019Mahammad HumayooXueqi Cheng

Regularization is a popular technique in machine learning for model estimation and avoiding overfitting. Prior studies have found that modern ordered regularization can be more effective in handling highly correlated, high-dimensional data than traditional regularization... (read more)

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