Alex Jung (Aalto)
Thursday 2017-04-13 14.00 – 15.00
Room A136 (T6), T-building
When is Network Lasso Accurate?
The network LASSO is a recently proposed method for clustering and optimization problems arising from massive network-structured datasets, i.e.,
for big data over networks. It is a variant of the well-known group LASSO which is underlying many methods in machine learning, statistics and signal processing involving sparsity assumptions. While much work has been devoted to studying efficient and scalable implementations, only little is known about conditions on the underlying network structure required by network Lasso to be accurate. In some of our most recent work we close this gap by giving precise conditions on the underlying network topology which guarantee the network lasso to be accurate.