A sparsity preserving stochastic gradient methods for sparse regression

DOI10.1007/S10589-013-9633-9zbMath1401.62129OpenAlexW1965193428MaRDI QIDQ457215

Xi Chen, Qihang Lin, Javier F. Peña

Publication date: 26 September 2014

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-013-9633-9

zbMATH Keywords

sparse regressionstochastic gradientfirst-order methods

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15) Stochastic approximation (62L20)

Related Items (6)

Stochastic forward-backward splitting for monotone inclusions ⋮ Adaptive proximal SGD based on new estimating sequences for sparser ERM ⋮ On variance reduction for stochastic smooth convex optimization with multiplicative noise ⋮ Convergence of stochastic proximal gradient algorithm ⋮ Unnamed Item ⋮ Unnamed Item

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