Section: Software

Sparse Prediction

Participant : Andreas Argyriou [Correspondant] .

Sparse prediction, K-support norm, Sparse_K is a sparse prediction code (publicly available at http://www.centrale-ponts.fr/personnel/andreas/code/sparse_k/sparse_k.tar ) using regularization with the $k$-support norm, which we have introduced [36] . The algorithm uses an accelerated first-order method similar to Nesterov's method.