2020
The Cost-free Nature of Optimally Tuning Tikhonov Regularizers and Other Ordered Smoothers
ICML 2020poster
We consider the problem of selecting the best estimator among a family of Tikhonov regularized estimators, or, alternatively, to select a linear combination of these regularizers that is as good as the best regularizer in the family. Our theory reveals that if the Tikhonov regularizers share the sam…