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P7: Solving l1 Regularized Least Square Problems with Hierarchical Decomposition Author: Ming Zhong , Advisor: Eitan Tadmor (MATH, CSCAMM and IPST) Problem Statement Presentation Project Proposal Abstract In this project, we develop a Hierarchical Decomposition algorithm to solve the l1-Regularized Least Square problem. With the new approach, we show a systemic approach on how to select a family of regularization parameters in order to improve accuracy while retaining the sparsity of our approximation.
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