Exercise 13.10 - GSM representation of group lasso

Answers

Note that the prior over 𝐰 g takes the form:

u g 1 2 ( ρ u g ) 1 2 exp ( ρ u g ) .

Therefore its logarithm takes the form:

c 𝐰 g 2 ,

where c is a term that is independent from 𝐰 g and the data. Combining this term with the ordinary data-dependent NLL yields the loss function of the group lasso.

User profile picture
2021-03-24 13:42
Comments