2023
Path following algorithms for $\ell_2$-regularized $M$-estimation with approximation guarantee
NeurIPS 2023poster
Many modern machine learning algorithms are formulated as regularized M-estimation problems, in which a regularization (tuning) parameter controls a trade-off between model fit to the training data and model complexity. To select the ``best'' tuning parameter value that achieves a good trade-off, an…