Some Observations on Sparsity Inducing Regularization Methods for Machine Learning

@inproceedings{Argyriou2013SomeOO,
  title={Some Observations on Sparsity Inducing Regularization Methods for Machine Learning},
  author={Andreas Argyriou and Luca Baldassarre and Charles A. Micchelli and Massimiliano Pontil},
  year={2013}
}
During the past years there has been an explosion of interest in learning method based on sparsity regularization. In this paper, we discuss a general class of such methods, in which the regularizer can be expressed as the composition of a convex function ω with a linear function. This setting includes several methods such the group Lasso, the Fused Lasso, multi-task learning and many more. We present a general approach for solving regularization problems of this kind, under the assumption that… CONTINUE READING