Using a New Nonconvex Singular Value Regularizer in Multivariate Linear Regression | Traffic-Redundancy Aware Network Design
*** Hongbo’s talk: Title: Using a New Nonconvex Singular Value Regularizer in Multivariate Linear Regression. We introduce the weighted singlar value penalization, which uses a nonconvex nonseparable regularizer. We show that in spite of the nonconvexity, one optimization problem with this regularizer is efficiently solvable. Applied to Multivariate Linear Regression, …