Implicit differentiation of Lasso-type models for hyperparameter optimization

ImplicitdifferentiationofLasso-typemodelsforhyperparameteroptimizationQuentinBertrand1QuentinKlopfenstein2MathieuBlondel3SamuelVaiter4AlexandreGramfort1JosephSalmon5Abstract1.IntroductionSettingreg...