Minimizing Nonconvex Non-Separable Functions
JMLR Workshop and Conference Proceedings, pp. 1107-1115, 2015.
Regularization has played a key role in deriving sensible estimators in high dimensional statistical inference. A substantial amount of recent works has argued for nonconvex regularizers in favor of their superior theoretical properties and excellent practical performances. In a different but analogous vein, nonconvex loss functions are p...More
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