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,
2016-06-22T21:00:44Z.
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| Subjects: | |
| Online Access: | Get fulltext |