research
∙
10/26/2022
Coordinate Descent for SLOPE
The lasso is the most famous sparse regression and feature selection met...
share
research
∙
04/16/2022
Beyond L1: Faster and Better Sparse Models with skglm
We propose a new fast algorithm to estimate any sparse generalized linea...
research
∙
05/04/2021
Implicit differentiation for fast hyperparameter selection in non-smooth convex learning
Finding the optimal hyperparameters of a model can be cast as a bilevel ...
research
∙
10/22/2020
Model identification and local linear convergence of coordinate descent
For composite nonsmooth optimization problems, Forward-Backward algorith...
research
∙
02/20/2020
Implicit differentiation of Lasso-type models for hyperparameter optimization
Setting regularization parameters for Lasso-type estimators is notorious...
research
∙
11/06/2019
