Basically is the feasibility ridge regression with sparse inputs, but I want to select partial units of W acting on A and B. For instance, if I have A of (2x5) and B of (5x5) and I choose units 2 and 4, the columns [0,1,3] of A are zeros and columns and rows of B with index [0,1,3] are also zero. I select the units 2 and 4 with some importance mechanism. The question is: there is a way of having W* resulting from filter A and B that is similar to W computed without filtering A and B?
I asked because filtering A and B break the inversion and so the computation of W. I don't know if there exists some way of decomposing B in order to invert more easily or something like this.
antodima OP t1_j6m5aqd wrote
Reply to comment by thevillagersid in [D] Sparse Ridge Regression by antodima
Basically is the feasibility ridge regression with sparse inputs, but I want to select partial units of W acting on A and B. For instance, if I have A of (2x5) and B of (5x5) and I choose units 2 and 4, the columns [0,1,3] of A are zeros and columns and rows of B with index [0,1,3] are also zero. I select the units 2 and 4 with some importance mechanism. The question is: there is a way of having W* resulting from filter A and B that is similar to W computed without filtering A and B?
I asked because filtering A and B break the inversion and so the computation of W. I don't know if there exists some way of decomposing B in order to invert more easily or something like this.
Anyway thanks for your interest!