图 书 馆
使用Overlaps和Graph Lasso组合套索Group Lasso with Overlaps and Graph Lasso |
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| 课程网址: | http://videolectures.net/icml09_jacob_glog/ |
| 主讲教师: | Laurent Jacob |
| 开课单位: | 加州大学伯克利分校 |
| 开课时间: | 2009-08-26 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | We propose a new penalty function which, when used as regularization for empirical risk minimization procedures, leads to sparse estimators. The support of the sparse vector is typically a union of potentially overlapping groups of covariates defined a priori, or a set of covariates which tend to be connected to each other when a graph of covariates is given. We study theoretical properties of the estimator, and illustrate its behavior on simulated and breast cancer gene expression data. |
| 关 键 词: | 惩罚函数; 经验风险; 稀疏估计 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2019-04-23：lxf |
| 阅读次数: | 89 |