This article is concerned with the computational aspect of l₁ regularization problems with a certain class of piecewise linear loss functions. The problem of computing the l₁ regularization path for a ...

Sabyasachi Chatterjee, Subhajit Goswami, ADAPTIVE ESTIMATION OF MULTIVARIATE PIECEWISE POLYNOMIALS AND BOUNDED VARIATION FUNCTIONS BY OPTIMAL DECISION TREES, The Annals of Statistics, Vol. 49, No. 5 ...