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Fast Solving of the Group-Lasso via Dynamic Screening

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Abstract

We propose to extend the dynamic screening principle, initially designed for the Lasso, to the Group-Lasso.

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Computer Science [cs] Signal and Image Processing
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https://hal.inria.fr/hal-01178354

Submitted on : Sunday, July 19, 2015-3:41:53 PM

Last modification on : Thursday, January 20, 2022-5:30:29 PM

Long-term archiving on: Wednesday, April 26, 2017-7:32:55 AM

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hal-01178354 , version 1 (19-07-2015)

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  • HAL Id : hal-01178354 , version 1

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Antoine Bonnefoy, Valentin Emiya, Liva Ralaivola, Rémi Gribonval. Fast Solving of the Group-Lasso via Dynamic Screening. SPARS15 - Signal Processing with Adaptive Sparse Structured Representations, Jul 2015, Cambridge, United Kingdom. ⟨hal-01178354⟩

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