A consistent algorithm to solve Lasso, elastic-net and Tikhonov regularization

  • Authors:
  • Ernesto De Vito;Veronica Umanití;Silvia Villa

  • Affiliations:
  • -;-;-

  • Venue:
  • Journal of Complexity
  • Year:
  • 2011

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Abstract

In the framework of supervised learning, we prove that the iterative algorithm introduced in Umanita and Villa (2010) [22] allows us to estimate in a consistent way the relevant features of the regression function under the a priori assumption that it admits a sparse representation on a fixed dictionary.