A Unified Framework for Sparse Relaxed Regularized Regression: SR3
A Unified Framework for Sparse Relaxed Regularized Regression: SR3
Regularized regression problems are ubiquitous in statistical modeling, signal processing, and machine learning. Sparse regression, in particular, has been instrumental in scientific model discovery, including compressed sensing applications, variable selection, and high-dimensional analysis. We propose a broad framework for sparse relaxed regularized regression, called SR3. The key idea is to …