Wasserstein regularization for sparse multi-task regression

20 May 2018Hicham JanatiMarco CuturiAlexandre Gramfort

We focus in this paper on high-dimensional regression problems where each regressor can be associated to a location in a physical space, or more generally a generic geometric space. Such problems often employ sparse priors, which promote models using a small subset of regressors... (read more)

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