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Least Squares Optimization with L1-Norm Regularization

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ture selection method, and thus can give low variance fea-ture selection, compared to the high variance performance of typical subset selection techniques [1]. Furthermore, this does not come with a large disadvantage over subset selec-tion methods, since it …

  With, True, Norm, Optimization, Regularization, Fea ture, Optimization with l1 norm regularization

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