714 citations · 1.1k across the 12 of their papers we have counts for
4 papers · 1 filter
Nonparametric Reduced Rank Regression
Rina Foygel, Michael Horrell, Mathias Drton +1
We propose an approach to multivariate nonparametric regression that generalizes reduced rank regression for linear models. An additive model is estimated for each dimension of a $…
Matrix reconstruction with the local max norm
Rina Foygel, Nathan Srebro, Ruslan Salakhutdinov
We introduce a new family of matrix norms, the "local max" norms, generalizing existing methods such as the max norm, the trace norm (nuclear norm), and the weighted or smoothed we…
Sparse Prediction with the -Support Norm
Andreas Argyriou, Rina Foygel, Nathan Srebro
We derive a novel norm that corresponds to the tightest convex relaxation of sparsity combined with an penalty. We show that this new {\em -support norm} provides a tig…
Exact block-wise optimization in group lasso and sparse group lasso for linear regression
Rina Foygel, Mathias Drton
The group lasso is a penalized regression method, used in regression problems where the covariates are partitioned into groups to promote sparsity at the group level. Existing meth…