In this class we are going to introduce the problem of feature selection in supervised learning, reviewing some feature selection methods and focusing on sparsity based regularization techniques.
Slides for this lecture: PDF
De Mol, C., E. De Vito and L. Rosasco. Elastic-Net Regularization in Learning Theory , CBCL paper #273/ CSAIL Technical Report #TR-2008-046 , Massachusetts Institute of Technology, Cambridge, MA, July 24, 2008.
and references therein