Data Entry: Please note that the research database will be replaced by UNIverse by the end of October 2023. Please enter your data into the system https://universe-intern.unibas.ch. Thanks
29th International Conference on Machine Learning (ICML 2012)
Volume
8 S.
Place of Conference
Edinburgh, Scotland, UK
Publisher
International Machine Learning Society
Place of Publication
Edinburgh
Pages
-
Abstract
The Group-Lasso is a well-known tool for joint regularization in machine learning methods. While the l_{1,2} and the l_{1,∞} version have been studied in detail and efficient algorithms exist, there are still open questions regarding other l_{1,p} variants. We characterize conditions for solutions of the l_{1,p} Group-Lasso for all p-norms with 1 >= p >= ∞, and we present a unified active set algorithm. For all p-norms, a highly efficient projected gradient algorithm is presented. This new algorithm enables us to compare the prediction performance of many variants of the Group-Lasso in a multi-task learning setting, where the aim is to solve many learning problems in parallel which are coupled via the Group-Lasso constraint. We conduct large-scale experiments on synthetic data and on two real-world data sets. In accordance with theoretical characterizations of the different norms we observe that the weak-coupling norms with p between 1.5 and 2 consistently outperform the strong-coupling norms with p << 2.
