WHInter: A Working set algorithm for High-dimensional sparse second order Interaction models

Published:

Recommended citation: M. Le Morvan, & J.-P. Vert. WHInter: a working set algorithm for high-dimensional sparse second order interaction models. In J.G. Dy, & A. Krause (Eds), Proceedings of the 35th International Conference on Machine Learning, (ICML 2018), volume 80 of Proceedings of Machine Learning Research, 3632–3641. PMLR, 2018. http://proceedings.mlr.press/v80/morvan18a.html