The Degrees of Freedom of the Group Lasso
Vaiter, Samuel; Deledalle, Charles-Alban; Peyré, Gabriel; Fadili, Jalal; Dossal, Charles (2012), The Degrees of Freedom of the Group Lasso, International Conference on Machine Learning Workshop (ICML), 2012, Edinburgh, UNITED KINGDOM
Type
Communication / ConférenceExternal document link
https://hal.archives-ouvertes.fr/hal-00695292Date
2012Conference title
International Conference on Machine Learning Workshop (ICML), 2012Conference city
EdinburghConference country
UNITED KINGDOMPublished in
Paris
Metadata
Show full item recordAbstract (EN)
This paper studies the sensitivity to the observations of the block/group Lasso solution to an overdetermined linear regression model. Such a regularization is known to promote sparsity patterns structured as nonoverlapping groups of coefficients. Our main contribution provides a local parameterization of the solution with respect to the observations. As a byproduct, we give an unbiased estimate of the degrees of freedom of the group Lasso. Among other applications of such results, one can choose in a principled and objective way the regularization parameter of the Lasso through model selection criteria.Subjects / Keywords
group lasso; unbiased risk estimation; block regularization; local variation; degrees of freedom; sparsityRelated items
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Vaiter, Samuel; Peyré, Gabriel; Fadili, Jalal; Deledalle, Charles-Alban; Dossal, Charles (2013) Communication / Conférence
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Fadili, Jalal; Dossal, Charles; Peyré, Gabriel; Deledalle, Charles-Alban; Vaiter, Samuel (2013) Article accepté pour publication ou publié
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Deledalle, Charles-Alban; Vaiter, Samuel; Peyré, Gabriel; Fadili, Jalal; Dossal, Charles (2012) Communication / Conférence