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On lp-hyperparameter Learning via Bilevel Nonsmooth Optimization

Takayuki Okuno, Akiko Takeda, Akihiro Kawana, Motokazu Watanabe; 22(245):1−47, 2021.

Abstract

We propose a bilevel optimization strategy for selecting the best hyperparameter value for the nonsmooth $\ell_p$ regularizer with $0

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