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@article{HernndezLobato2013GeneralizedSP, title={Generalized spike-and-slab priors for Bayesian group feature selection using expectation propagation}, author={Daniel Hern{\'a}ndez-Lobato and Jos{\'e} Miguel Hern{\'a}ndez-Lobato and Pierre Dupont}, journal={Journal of Machine Learning Research}, year={2013}, volume={14}, pages={1891-1945} }

- Published 2013 in Journal of Machine Learning Research

We describe a Bayesian method for group feature selection in li ear regression problems. The method is based on a generalized version of the standard spik e and slab prior distribution which is often used for individual feature selection. Exact Bayes ian inference under the prior considered is infeasible for typical regression problems. However, ap… CONTINUE READING

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