Screening Rules for Overlapping Group Lasso

25 Oct 2014 Seunghak Lee Eric P. Xing

Recently, to solve large-scale lasso and group lasso problems, screening rules have been developed, the goal of which is to reduce the problem size by efficiently discarding zero coefficients using simple rules independently of the others. However, screening for overlapping group lasso remains an open challenge because the overlaps between groups make it infeasible to test each group independently... (read more)

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