Matlab code for
- Q.Yao, J.T.Kwok. Efficient Learning with a Family of Nonconvex Regularizers by Redistributing Nonconvexity.
The 33rd International Conference on Machine Learning (ICML-2016), New York City, USA, Jul 2016.
- Section 3.1, nonconvex sparse group lasso, LSP regularizer is used
Run setup.m first
- it will mex proximalRegC.cpp
- then add sub-folders to path
Tested under Matlab 2015a + Visual Studio 2015 + Windows 10