Structured Variable Selection with Sparsity-Inducing Norms

We consider the empirical risk minimization problem for linear supervised learning, with regularization by structured sparsity-inducing norms. These are defined as sums of Euclidean norms on certain subsets of variables, extending the usual $\ell_1$-norm and the group $\ell_1$-norm by allowing the s...

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Veröffentlicht in:	Journal of machine learning research 2011-10, Vol.12, p.2777-2824
Hauptverfasser:	Jenatton, Rodolphe, Audibert, Jean-Yves, Bach, Francis
Format:	Artikel
Sprache:	eng
Schlagworte:	Machine Learning Statistics
Online-Zugang:	Volltext
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