Pages that link to "Item:Q4637055"
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The following pages link to Gap Safe screening rules for sparsity enforcing penalties (Q4637055):
Displaying 29 items.
- Nonsmoothness in machine learning: specific structure, proximal identification, and applications (Q829492) (← links)
- Regularization parameter selection for the low rank matrix recovery (Q2046538) (← links)
- A hybrid acceleration strategy for nonparallel support vector machine (Q2055553) (← links)
- Safe sample screening rules for multicategory angle-based support vector machines (Q2143029) (← links)
- On the distribution, model selection properties and uniqueness of the Lasso estimator in low and high dimensions (Q2180053) (← links)
- Communication-efficient distributed multi-task learning with matrix sparsity regularization (Q2183594) (← links)
- Perspective maximum likelihood-type estimation via proximal decomposition (Q2286365) (← links)
- An efficient Hessian based algorithm for solving large-scale sparse group Lasso problems (Q2288192) (← links)
- Safe feature elimination for non-negativity constrained convex optimization (Q2302836) (← links)
- Safe feature screening rules for the regularized Huber regression (Q2656712) (← links)
- (Q4633017) (← links)
- Gap Safe screening rules for sparsity enforcing penalties (Q4637055) (← links)
- Screening Rules and its Complexity for Active Set Identification (Q5026418) (← links)
- (Q5053252) (← links)
- High-Dimensional Learning Under Approximate Sparsity with Applications to Nonsmooth Estimation and Regularized Neural Networks (Q5060495) (← links)
- (Q5149027) (← links)
- Solving the OSCAR and SLOPE Models Using a Semismooth Newton-Based Augmented Lagrangian Method (Q5214191) (← links)
- (Q5214210) (← links)
- Safe Triplet Screening for Distance Metric Learning (Q5214409) (← links)
- Safe Rules for the Identification of Zeros in the Solutions of the SLOPE Problem (Q5885837) (← links)
- ``FISTA'' in Banach spaces with adaptive discretisations (Q6043131) (← links)
- (Q6073211) (← links)
- Smooth over-parameterized solvers for non-smooth structured optimization (Q6110460) (← links)
- Proximal gradient/semismooth Newton methods for projection onto a polyhedron via the duality-gap-active-set strategy (Q6176299) (← links)
- Feature screening strategy for non-convex sparse logistic regression with log sum penalty (Q6494636) (← links)
- Variable screening for Lasso based on multidimensional indexing (Q6535782) (← links)
- Cardinality-constrained structured data-fitting problems (Q6584338) (← links)
- Techniques for accelerating branch-and-bound algorithms dedicated to sparse optimization (Q6585819) (← links)
- Fast Lasso-type safe screening for Fine-Gray competing risks model with ultrahigh dimensional covariates (Q6629344) (← links)
