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minimax concave penalty
minimax concave penalty
1 paper
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Also known as
MCP
Co-occurring keywords
· papers mentioning both
high-dimensional covariate
(1)
sparse feature
(1)
sparse structure
(1)
multi-armed bandit
(1)
online learning
(1)
Papers
Minimax Concave Penalized Multi-Armed Bandit Model with High-Dimensional Covariates
ICML 2018
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