Exclusive Lasso for Multi-task Feature Selection

• Main Authors: ZHOU, Yang, JIN, Rong, HOI, Steven C. H.
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2010
• Subjects: Document categorization; Feature selection algorithm; Optimization problems; Regularizer; State-of-the-art algorithms; Computer Sciences; Databases and Information Systems
• Online Access: https://ink.library.smu.edu.sg/sis_research/2317; https://ink.library.smu.edu.sg/context/sis_research/article/3317/viewcontent/zhou10a.pdf
• Institution: Singapore Management University

We propose a novel group regularization which we call exclusive lasso. Unlike the group lasso regularizer that assumes co-varying variables in groups, the proposed exclusive lasso regularizer models the scenario when variables in the same group compete with each other. Analysis is presented to illus...