Sparse Group Feature Selection by Weighted Thresholding Homotopy Method

In this paper, we investigate the sparse group feature selection problem, in which covariates posses a grouping structure sparsity at the level of both features and groups simultaneously. We reformulate the feature sparsity constraint as an equivalent weighted l<sub>1</sub> -norm constra...

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Bibliographic Details
Main Authors: Jinglan Wu, Huating Huang, Wenxing Zhu
Format: Article
Language:English
Published: IEEE 2020-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/8966327/