Sparsity Based Regularization
Lorenzo Rosasco
Description
In this class we are going to introduce the problem of feature selection in supervised
learning, reviewing some feature selection methods and focusing on sparsity based regularization
techniques.
Slides
Slides for this lecture: PDF.
Suggested Reading
De Mol, C., E. De Vito and L. Rosasco."Elastic-Net Regularization in Learning Theory", CBCL paper #273/ CSAIL Technical Report #TR-2008-046 , Massachusetts Institute of Technology, Cambridge, MA, July 24, 2008.
and references therein