Proximal methods for the latent group lasso penalty
We consider a regularized least squares problem, with regularization by structured sparsity-inducing norms, which extend the usual ℓ[subscript 1] and the group lasso penalty, by allowing the subsets to overlap. Such regularizations lead to nonsmooth problems that are difficult to optimize, and we pr...
| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Springer US
2016
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| Online Access: | http://hdl.handle.net/1721.1/103284 https://orcid.org/0000-0001-6376-4786 |