Proximal gradient methods for learning: Difference between revisions

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=== Other group structures ===

In contrast to the group lasso problem, where features are grouped into disjoint blocks, it may be the case that grouped features are overlapping or have a nested structure. Such generalizations of group lasso have been considered in a variety of contexts.<ref>{{cite journal|last=Chen|first=X.|author2=Lin, Q. |author3=Kim, S. |author4=Carbonell, J.G. |author5=Xing, E.P. |title=Smoothing proximal gradient method for general structured sparse regression|journal=Ann. Appl. Stat.|year=2012|volume=6|issue=2|pages=719–752|doi=10.1214/11-AOAS514|arxiv=1005.4717}}</ref><ref>{{cite journal|last=Mosci|first=S.|author2=Villa, S. |author3=Verri, A. |author4=Rosasco, L. |title=A primal-dual algorithm for group sparse regularization with overlapping groups|journal=NIPS|year=2010|volume=23|pages=2604–2612}}</ref><ref name=nest>{{cite journal|last=Jenatton|first=R. |author2=Audibert, J.-Y. |author3=Bach, F. |title=Structured variable selection with sparsity-inducing norms|journal=J. Mach. Learn. Res.|year=2011|volume=12|pages=2777–2824}}</ref><ref>{{cite journal|last=Zhao|first=P.|author2=Rocha, G. |author3=Yu, B. |title=The composite absolute penalties family for grouped and hierarchical variable selection|journal=Ann. Stat.|year=2009|volume=37|issue=6A|pages=3468–3497|doi=10.1214/07-AOS584}}</ref> For overlapping groups one common approach is known as ''latent group lasso'' which introduces latent variables to account for overlap.<ref>{{cite journal|last=Obozinski|first=G. |author2=Laurent, J. |author3=Vert, J.-P. |title=Group lasso with overlaps: the latent group lasso approach|journal=INRIA Technical Report|year=2011|url=http://hal.inria.fr/inria-00628498/en/}}</ref><ref>{{cite journal|last=Villa|first=S.|author2=Rosasco, L. |author3=Mosci, S. |author4=Verri, A. |title=Proximal methods for the latent group lasso penalty|journal=preprint|year=2012|arxiv=1209.0368}}</ref> Nested group structures are studied in ''hierarchical structure prediction'' and with [[directed acyclic graph]]s.<ref name=nest />

== See also ==