Timeline for Partial derivative of a Group Lasso
Current License: CC BY-SA 4.0
12 events
| when toggle format | what | by | license | comment | |
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| Mar 7, 2022 at 17:36 | comment | added | user551504 | OK, the pdf here explains subgradients and gives your problem as an example seas.ucla.edu/~vandenbe/236C/lectures/subgradients.pdf see page 8 in particular | |
| Mar 7, 2022 at 17:14 | comment | added | Kevin Choon Liang Yew | Apparently no, I am still new to optimization. | |
| Mar 7, 2022 at 17:10 | comment | added | user551504 | OK, do you know how to calculate the subgradient of $x \mapsto \|x\|_2$? | |
| Mar 7, 2022 at 16:22 | comment | added | Kevin Choon Liang Yew | This is a good way to try at. I'll check about it and see what I can get. Thanks! | |
| Mar 7, 2022 at 15:11 | comment | added | user551504 | The purpose of the group lasso is to induce sparsity, so $x \mapsto \|x\|_2$ is being used specifically because it is not differentiable at $x=0$. So what should we do? One way forward to use subgradient descent instead of gradient descent. | |
| Mar 7, 2022 at 6:03 | history | edited | Kevin Choon Liang Yew | CC BY-SA 4.0 |
added 18 characters in body
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| Mar 7, 2022 at 6:02 | comment | added | Kevin Choon Liang Yew | @user551504 I have added another criterion for the group lasso. | |
| Mar 7, 2022 at 4:41 | history | edited | Kevin Choon Liang Yew | CC BY-SA 4.0 |
added 29 characters in body
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| Mar 7, 2022 at 4:31 | history | edited | Kevin Choon Liang Yew | CC BY-SA 4.0 |
added 67 characters in body
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| Mar 7, 2022 at 3:32 | comment | added | user551504 | Is $x\mapsto \|x\|_2$ differentiable for all $x$? | |
| S Mar 7, 2022 at 3:05 | review | First questions | |||
| Mar 7, 2022 at 5:29 | |||||
| S Mar 7, 2022 at 3:05 | history | asked | Kevin Choon Liang Yew | CC BY-SA 4.0 |