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