Least squares optimization with L1-norm regularization

[1]  David Madigan,et al.  Large-Scale Bayesian Logistic Regression for Text Categorization , 2007, Technometrics.

[2]  Stephen P. Boyd,et al.  Convex Optimization , 2004, IEEE Transactions on Automatic Control.

[3]  Ji Zhu,et al.  Boosting as a Regularized Path to a Maximum Margin Classifier , 2004, J. Mach. Learn. Res..

[4]  Meta M. Voelker,et al.  Variable Selection and Model Building via Likelihood Basis Pursuit , 2004 .

[5]  Yongdai Kim,et al.  Gradient LASSO for feature selection , 2004, ICML.

[6]  A. Ng Feature selection, L1 vs. L2 regularization, and rotational invariance , 2004, Twenty-first international conference on Machine learning - ICML '04.

[7]  Michael I. Jordan,et al.  Statistical Debugging of Sampled Programs , 2003, NIPS.

[8]  James Theiler,et al.  Grafting: Fast, Incremental Feature Selection by Gradient Descent in Function Space , 2003, J. Mach. Learn. Res..

[9]  Jianqing Fan,et al.  Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties , 2001 .

[10]  Paul Tseng,et al.  Robust wavelet denoising , 2001, IEEE Trans. Signal Process..

[11]  M. R. Osborne,et al.  A new approach to variable selection in least squares problems , 2000 .

[12]  M. R. Osborne,et al.  On the LASSO and its Dual , 2000 .

[13]  Michael A. Saunders,et al.  Atomic Decomposition by Basis Pursuit , 1998, SIAM J. Sci. Comput..

[14]  Yves Grandvalet,et al.  Outcomes of the Equivalence of Adaptive Ridge with Least Absolute Shrinkage , 1998, NIPS.

[15]  Wenjiang J. Fu Penalized Regressions: The Bridge versus the Lasso , 1998 .

[16]  Jon Louis Bentley,et al.  Selection , 1900, The Journal of Laryngology & Otology.

[17]  Volker Roth,et al.  The generalized LASSO , 2004, IEEE Transactions on Neural Networks.

[18]  Trevor Hastie,et al.  The Elements of Statistical Learning , 2001 .

[19]  R. Tibshirani Regression Shrinkage and Selection via the Lasso , 1996 .

[20]  R. Tibshirani,et al.  Least angle regression , 2004, math/0406456.