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elastic net penalty

2 papers

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elastic net (2) regularized function estimation (1) huber loss (1) gradient-lipschitz loss (1) effective degrees of freedom (1) out-of-sample error (1) adaptive tuning (1) tuning parameter selection (1) alternating direction method of multiplier (1) support vector machine (1)

Papers

Derivatives and residual distribution of regularized M-estimators with application to adaptive tuning COLT 2022 Efficient variable selection in support vector machines via the alternating direction method of multipliers AISTATS 2011