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L_(1/2) regularization

Xu Zong

2010Engineering被引 8

摘要

In this paper we propose an L 1 / 2 regularizer which has a nonconvex penalty.The L 1 / 2 regularizer is shown to have many promising properties such as unbiasedness, sparsity and oracle properties.A reweighed iterative algorithm is proposed so that the solution of the L 1 / 2 regularizer can be solved through transforming it into the solution of a series of L 1 regularizers.The solution of the L 1 / 2 regularizer is more sparse than that of the L 1 regularizer, while solving the L 1 / 2 regularizer is much simpler than solving the L 0 regularizer.The experiments show that the L 1 / 2 regularizer is very useful and efficient, and can be taken as a representative of the Lp(0 p 1) regularizer.

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