W26

Nonparametric Regression and Classification with Joint Sparsity Constraints
Han Liu, John Lafferty and Larry Wasserman
Carnegie Mellon University

We study joint functional sparsity in high dimensional nonparametric multi-task regression and multi-class classification

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Sum of sup-norm regularization Simultaneous sparse backfitting Experiments on gene microarray data
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Multi-task and multi-class extensions of Sparse Additive Models (SpAM)

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