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An Efficient Algorithm For Weak Hierarchical Lasso
Published on Oct 08, 20142407 Views
Linear regression is a widely used tool in data mining and machine learning. In many applications, fitting a regression model with only linear effects may not be sufficient for predictive or explanato
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Chapter list
An Efficient Algorithm For Weak Hierarchical Lasso00:00
Outline00:08
Linear Regression00:43
Regression with Interactions01:09
Issues of Including Interactions01:45
Related Work02:27
Weak Hierarchical Lasso - 102:45
Weak Hierarchical Lasso - 204:12
Weak Hierarchical Lasso - 305:01
Weak Hierarchical Lasso - 406:13
Weak Hierarchical Lasso - 506:42
Main Contributions07:01
Proximal Operator07:55
Factorizing Unknown Variables08:11
Proximal Operator Subproblem08:47
Solving Sign Variables09:04
Solving Magnitude Variables09:34
Accelerating Computation09:53
Comparisons of Efficiency10:31
Comparisons of Recovery11:37
Performance on Real Data12:13
Conclusion13:01
Future Work13:43
Thank You!14:07