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]

@inproceedings{BertrandKBVGS20,
  title = {Implicit differentiation of Lasso-type models for hyperparameter optimization},
  author = {Quentin Bertrand and Quentin Klopfenstein and Mathieu Blondel and Samuel Vaiter and Alexandre Gramfort and Joseph Salmon},
  year = {2020},
  url = {http://proceedings.mlr.press/v119/bertrand20a.html},
  researchr = {https://researchr.org/publication/BertrandKBVGS20},
  cites = {0},
  citedby = {0},
  pages = {810-821},
  booktitle = {Proceedings of the 37th International Conference on Machine Learning, ICML 2020, 13-18 July 2020, Virtual Event},
  volume = {119},
  series = {Proceedings of Machine Learning Research},
  publisher = {PMLR},
}