Sparse learning with conc
Sparse learning with concave regularization: relaxation of the irrepresentable condition
Sparse learning with concave regularization: relaxation of the irrepresentable condition
Learning sparse models from data is an important task in all those frameworks where relevant information should be identified within a large dataset. This can be achieved by formulating and solving suitable sparsity promoting optimization problems. As to linear regression models, Lasso is the most p…