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I have the following minimization problem:

$\min_{b_i,\theta}\frac{1}{N}\sum_{i=1}^N\|y_i-f(x_i;\theta)b_i\|_2 $

where $b_i\in\{0,1\}$

I don't expect any solution to this but I would like to know how this is commonly called, i.e. under which terms I could find it in the literature. I've tried things like regression with binary mask/L2 minimization with binary mask but that didn't help much.

Thanks in advance!

jmaxx
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  • How big is $ N $? – Royi Apr 28 '18 at 13:48
  • That's sort of the problem... it's 19201080 or 38402160, so rather large... One could reduce that in steps of factor 4, though if it helps anything. Thanks! – jmaxx Apr 30 '18 at 12:41

0 Answers0