Open AccessThe Trimmed Lasso: Sparse Recovery Guarantees and Practical Optimization by the Generalized Soft-Min Penalty
Author(s) -
Tal Amir,
Ronen Basri,
Boaz Nadler
Publication year - 2021
Publication title -
siam journal on mathematics of data science
Language(s) - English
Resource type - Journals
ISSN - 2577-0187
DOI - 10.1137/20m1330634
Subject(s) - lasso (programming language) , penalty method , mathematical optimization , computer science , mathematics , algorithm , world wide web
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