Efficient Generalized Fused Lasso and its Application to the Diagnosis of Alzheimer's Disease

@inproceedings{Xin2014EfficientGF,
  title={Efficient Generalized Fused Lasso and its Application to the Diagnosis of Alzheimer's Disease},
  author={Bo Xin and Yoshinobu Kawahara and Yizhou Wang and Wen Gao},
  booktitle={AAAI},
  year={2014}
}
Generalized fused lasso (GFL) penalizes variables with L1 norms based both on the variables and their pairwise differences. GFL is useful when applied to data where prior information is expressed using a graph over the variables. However, the existing GFL algorithms incur high computational costs and they do not scale to highdimensional problems. In this study, we propose a fast and scalable algorithm for GFL. Based on the fact that fusion penalty is the Lovász extension of a cut function, we… CONTINUE READING
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