The Trimmed Lasso: Sparse Recovery Guarantees and Practical Optimization by the Generalized Soft-Min Penalty
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Publication:5162621
DOI10.1137/20M1330634zbMath1476.62155arXiv2005.09021OpenAlexW3198437399MaRDI QIDQ5162621
Tal Amir, Boaz Nadler, Ronen Basri
Publication date: 3 November 2021
Published in: SIAM Journal on Mathematics of Data Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2005.09021
Ridge regression; shrinkage estimators (Lasso) (62J07) Nonconvex programming, global optimization (90C26) Topological data analysis (62R40)
Uses Software
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