High-Dimensional Feature Selection by Feature-Wise Kernelized Lasso. Yamada, M., Jitkrittum, W., Sigal, L., Xing, E. P., & Sugiyama, M. Neural Comput., 26(1):185–207, 2014.
High-Dimensional Feature Selection by Feature-Wise Kernelized Lasso [link]Paper  doi  bibtex   
@article{DBLP:journals/neco/YamadaJSXS14,
  author    = {Makoto Yamada and
               Wittawat Jitkrittum and
               Leonid Sigal and
               Eric P. Xing and
               Masashi Sugiyama},
  title     = {High-Dimensional Feature Selection by Feature-Wise Kernelized Lasso},
  journal   = {Neural Comput.},
  volume    = {26},
  number    = {1},
  pages     = {185--207},
  year      = {2014},
  url       = {https://doi.org/10.1162/NECO\_a\_00537},
  doi       = {10.1162/NECO\_a\_00537},
  timestamp = {Sat, 05 Sep 2020 01:00:00 +0200},
  biburl    = {https://dblp.org/rec/journals/neco/YamadaJSXS14.bib},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}

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