On group-wise ?p ? p regularization: Theory and efficient algorithms
We prove that group-wise ?p ? p -regularization has algorithmic stability and thus generalizes. We derive ADMM and FISTA algorithms for solving group-wise ?p ? p -regularization. We show that for p=5/4, 4/3, 3/2 and 2 the update step has analytical solution. We demonstrate that ?p ? p regularization achieves flexibility in denseness/sparseness modeling. We show that group-wise ?p ? p -regularization has state-of-the-art performance on splice detection.
?p regularization algorithmic stability admm fista splice detection convex optimization algorithms lasso group lasso bridge regression group bridge regression