17 citations · 75 across the 23 of their papers we have counts for
3 papers · 1 filter
Dual Extrapolation for Sparse Generalized Linear Models
Mathurin Massias, Samuel Vaiter, Alexandre Gramfort +1
Generalized Linear Models (GLM) form a wide class of regression and classification models, where prediction is a function of a linear combination of the input variables. For statis…
Learning step sizes for unfolded sparse coding
Pierre Ablin, Thomas Moreau, Mathurin Massias +1
Sparse coding is typically solved by iterative optimization techniques, such as the Iterative Shrinkage-Thresholding Algorithm (ISTA). Unfolding and learning weights of ISTA using…
Handling correlated and repeated measurements with the smoothed multivariate square-root Lasso
Quentin Bertrand, Mathurin Massias, Alexandre Gramfort +1
Sparsity promoting norms are frequently used in high dimensional regression. A limitation of such Lasso-type estimators is that the optimal regularization parameter depends on the…