Structured Sparse Regression via Greedy Hard Thresholding
neural information processing systems, pp. 1516-1524, 2016.
Several learning applications require solving high-dimensional regression problems where the relevant features belong to a small number of (overlapping) groups. For very large datasets and under standard sparsity constraints, hard thresholding methods have proven to be extremely efficient, but such methods require NP hard projections when...More
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