A consistent algorithm to solve Lasso, elastic-net and Tikhonov regularization
نویسندگان
چکیده
منابع مشابه
A consistent algorithm to solve Lasso, elastic-net and Tikhonov regularization
In the framework of supervised learning we prove that the iterative algorithm introduced in Umanità and Villa (2010) allows to estimate in a consistent way the relevant features of the regression function under the a priori assumption that it admits a sparse representation on a fixed dictionary.
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ژورنال
عنوان ژورنال: Journal of Complexity
سال: 2011
ISSN: 0885-064X
DOI: 10.1016/j.jco.2011.01.003