ICML 2017

Sparse + Group-Sparse Dirty Models: Statistical Guarantees without Unreasonable Conditions and a Case for Non-Convexity

Eunho Yang, A. Lozano

Imposing sparse + group-sparse superposition structures in high-dimensional parameter estimation is known to provide flexible regularization that is more realistic for many real-world problems. For example, such a superposition enables partially-shared support sets in multi-task learning, thereby striking the right balance between parameter overlap across tasks and task specificity.