Released in 2024
This paper presents a new feature reduction approach for the sparse-group lasso and adaptive sparse-group lasso, called Dual Feature Reduction (DFR). Accepted at ICML 25.
Recommended citation: Fabio Feser and Marina Evangelou (2024). "Dual feature reduction for the sparse-group lasso and its adaptive variant". arXiv preprint arXiv:2405.17094.
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Released in 2024
This paper presents strong screening rules for group SLOPE and sparse-group SLOPE. Accepted at AISTATS 25.
Recommended citation: Fabio Feser and Marina Evangelou (2025). "Strong screening rules for group-based SLOPE models". AISTATS 25, PMLR 258:352-360, 2025.
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Released in 2023
This paper presents a new high-dimensional approach for simultaneous variable and group selection, called Sparse-group SLOPE (SGS).
Recommended citation: Fabio Feser and Marina Evangelou (2023). "Sparse-group SLOPE: adaptive bi-level selection with FDR-control". arXiv preprint arXiv:2305.09467.
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