Best subset selection for high-dimensional non-smooth models using iterative hard thresholding (Q6494641)

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scientific article; zbMATH DE number 7840285
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Best subset selection for high-dimensional non-smooth models using iterative hard thresholding
scientific article; zbMATH DE number 7840285

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    Best subset selection for high-dimensional non-smooth models using iterative hard thresholding (English)
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    30 April 2024
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    hard thresholding
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    linear convergence
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    \(\ell_0\) constraint
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    quantile regression
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    suppor vector machine
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