图 书 馆
广义线性模型的GroupLASSO：解的唯一性和有效算法The GroupLASSO for Generalized Linear Models: Uniqueness of Solutions and Efficient Algorithms |
|
| 课程网址: | http://videolectures.net/icml08_roth_tgl/ |
| 主讲教师: | Volker Roth |
| 开课单位: | 苏黎世ETH |
| 开课时间: | 2008-08-29 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | The GroupLASSO method for finding important explanatory factors suffers from the potential non-uniqueness of solutions and also from high computational costs. We formulate conditions for the uniqueness of GroupLASSO solutions which lead to an easily implementable test procedure. In addition to merely detecting ambiguities in solutions, this testing procedure identifies all potentially active groups. These results are used to derive an efficient algorithm that can deal with input dimensions in the millions and can approximate the solution path efficiently. The derived methods are applied to large-scale learning problems where they exhibit excellent performance. We show that the proposed testing procedure helps to avoid misinterpretations of GroupLASSO solutions. |
| 关 键 词: | 解释因素; 测试程序; 输入维度 |
| 课程来源: | 视频讲座网 |
| 数据采集: | 2023-03-09：chenjy |
| 最后编审: | 2023-03-09：chenjy |
| 阅读次数: | 46 |