Quentin Bertrand, Quentin Klopfenstein, Mathieu Blondel, Samuel Vaiter, Alexandre Gramfort, Joseph Salmon. Implicit differentiation of Lasso-type models for hyperparameter optimization. In Proceedings of the 37th International Conference on Machine Learning, ICML 2020, 13-18 July 2020, Virtual Event. Volume 119 of Proceedings of Machine Learning Research, pages 810-821, PMLR, 2020. [doi]
Abstract is missing.