Pathwise coordinate optimization for sparse learning: algorithm and theory

DOI10.1214/17-AOS1547zbMath1416.62413arXiv1412.7477OpenAlexW2963994662MaRDI QIDQ1747736

Han Liu, Tong Zhang, Tuo Zhao

Publication date: 27 April 2018

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.7477

zbMATH Keywords

oracle propertyglobal linear convergencenonconvex sparse learningoptimal statistical rates of convergencepathwise coordinate optimization

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12) Nonconvex programming, global optimization (90C26) Methods of reduced gradient type (90C52)

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Uses Software

• huge
• camel
• sparsenet

Cites Work

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