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Network Lasso: Clustering and Optimization in Large Graphs
Convex Optimization ADMM Network Lasso
2015/7/8
Convex optimization is an essential tool for modern data analysis, as it provides a framework to formulate and solve many problems in machine learning and data mining. However, general convex optimiza...
The lasso penalizes a least squares regression by the sum of the absolute values
(L1-norm) of the coefficients. The form of this penalty encourages sparse solutions (with many
coefficien...