Nonnegative hierarchical Lasso with a mixed \((1, \frac{1}{2})\)-penalty and a fast solver (Q2314052)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonnegative hierarchical Lasso with a mixed \((1, \frac{1}{2})\)-penalty and a fast solver |
scientific article |
Statements
Nonnegative hierarchical Lasso with a mixed \((1, \frac{1}{2})\)-penalty and a fast solver (English)
0 references
19 July 2019
0 references
nonnegative hierarchical Lasso
0 references
oracle property
0 references
bi-level selection
0 references
index tracking
0 references
oracle inequality
0 references
