Fast Solving of the Group-Lasso via Dynamic Screening

Antoine Bonnefoy (1) , Valentin Emiya (1) , Liva Ralaivola (1) , Rémi Gribonval (2)

1 QARMA - éQuipe AppRentissage et MultimediA [Marseille]
2 PANAMA - Parcimonie et Nouveaux Algorithmes pour le Signal et la Modélisation Audio

We propose to extend the dynamic screening principle, initially designed for the Lasso, to the Group-Lasso.

Domaines: Traitement du signal et de l'image [eess.SP]

Antoine Bonnefoy, Valentin Emiya, Liva Ralaivola, Rémi Gribonval. Fast Solving of the Group-Lasso via Dynamic Screening. SPARS15 - Signal Processing with Adaptive Sparse Structured Representations, Jul 2015, Cambridge, United Kingdom. ⟨hal-01178354⟩