PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

The Double-Barrelled LASSO
David Hardoon and John Shawe-Taylor
In: Learning from Multiple Sources Workshop(2008).

Abstract

We present a new method which solves a double-barelled LASSO in a convex least squares approach. In the presented method we focus on the scenario where one is interested in (or limited to) a primal (feature) representation for the first view while having a dual (kernel) representation for the second view. DB-LASSO minimises the number of features used in both the primal and dual projections while minimising the error (maximising the correlation) between the two views.

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EPrint Type:Conference or Workshop Item (Talk)
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Theory & Algorithms
Information Retrieval & Textual Information Access
ID Code:4671
Deposited By:David Hardoon
Deposited On:13 March 2009