On lp-hyperparameter Learning via Bilevel Nonsmooth Optimization

Takayuki Okuno, Akiko Takeda, Akihiro Kawana, Motokazu Watanabe.

Year: 2021, Volume: 22, Issue: 245, Pages: 1−47


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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