Implicit differentiation of Lasso-type models for hyperparameter optimization

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]

Authors

Quentin Bertrand

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Quentin Klopfenstein

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Mathieu Blondel

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Samuel Vaiter

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Alexandre Gramfort

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Joseph Salmon

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