Hi everyone,
I am currently utilizing convex optimization on my data, but I’ve realized that I need to prioritize certain features over others while still taking all features into account. This focus could enhance the effectiveness of my analysis.
Consider a scenario where I have 10 features to optimize. By prioritizing features 1-4 while still incorporating features 5-10 in the overall assessment, I can achieve a more balanced and effective optimization strategy.
I attempted to apply weights to the matrix, but it didn’t yield the desired results. Do you have any alternative suggestions?
Thanks
O