A novel proximal projection operator for optimizing doubly sparse regression models that exploit predictor graph structure for group penalties.
Then the upper bound of R (∇L)2 is presented by setting c = r√n and r2 = log(p)+dmax dmax
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Proximal Projection for Doubly Sparse Regularized Models
A novel proximal projection operator for optimizing doubly sparse regression models that exploit predictor graph structure for group penalties.