PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

l1 regularization path for functional features
Manuel Loth and Philippe Preux
In: Sparsity in Machine Learning and Statistics workshop, 1-3 Apr 2009, Cumberland Lodge, UK.

Abstract

We consider the LASSO problem. Here, we propose ECON, a LARS-like algorithm that deals with parametrized features and finds their best parametrization.

EPrint Type:Conference or Workshop Item (Poster)
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Learning/Statistics & Optimisation
ID Code:5973
Deposited By:Philippe Preux
Deposited On:08 March 2010