Abstract:Structured-sparsity regularization is popular for sparse learning because of its flexibility of encoding the feature structures. This paper considers a generalized version of structured-sparsity regularization (especially for $l_1/l_{\infty}$ norm) with arbitrary group overlap. Due to the group overlap, it is time-consuming to solve the associated proximal operator. Although Mairal~\shortcite{mairal2010network} have proposed a network-flow algorithm to solve the proximal operator, it is still time-consuming … Show more
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