Abstract: In this paper, we study the support recovery guarantees of underdetermined sparse regression using the ℓ1-norm as a regularizer and a non-smooth loss function for data fidelity. More precisely, we focus in detail on the cases of ℓ1 and ℓ∞ losses, and contrast them with the usual ℓ2 loss.
2016
Advances in Neural Information Processing Systems 29: 30th Annual Conference on Neural Information Processing Systems 2016