Table 1 Some notation used in the paper

n

The number of samples

d

The number of features

u

The number of the selected features

P ∈ R^d × u

The feature weight matrix

P _i  ∈ R^1 × u

The ith row of P

A _ij

The (i, j)th entry of matrix A

A ∈ R^u × d

The coefficient matrix

A _ji

The (j, i)th entry of matrix A

I _u × u

The u-by-u identity matrix

1_d × d

The d-by-d all-ones matrix