Near-optimal parameter selection methods for l2 regularization

@article{Ballal2017NearoptimalPS,
  title={Near-optimal parameter selection methods for l2 regularization},
  author={Tarig Ballal and Mohamed A. Suliman and Tareq Y. Al-Naffouri},
  journal={2017 IEEE Global Conference on Signal and Information Processing (GlobalSIP)},
  year={2017},
  pages={1295-1299}
}
This paper focuses on the problem of selecting the regularization parameter for linear least-squares estimation. Usually, the problem is formulated as a minimization problem with a cost function consisting of the square sum of the l2 norm of the residual error, plus a penalty term of the squared norm of the solution multiplied by a constant. The penalty… CONTINUE READING