Sparse + Group-Sparse Dirty Models: Statistical Guarantees without Unreasonable Conditions and a Case for Non-Convexity

ICML 2017 Eunho YangAurélie C. Lozano

Imposing sparse + group-sparse superposition structures in high-dimensional parameter estimation is known to provide flexible regularization that is more realistic for many real-world problems. For example, such a superposition enables partially-shared support sets in multi-task learning, thereby striking the right balance between parameter overlap across tasks and task specificity... (read more)

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