Optimization with sparsity-inducing penalties
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(only showing first 100 items - show all)- A joint convex penalty for inverse covariance matrix estimation
- Sparse and kernel OPLS feature extraction based on eigenvalue problem solving
- A conjugate subgradient algorithm with adaptive preconditioning for the least absolute shrinkage and selection operator minimization
- A unified formulation for generalized oilfield development optimization
- Compressed sensing with structured sparsity and structured acquisition
- Global convergence of ADMM in nonconvex nonsmooth optimization
- Robust graph regularized nonnegative matrix factorization for clustering
- Continuous relaxation for discrete DC programming
- Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process
- Fast projections onto mixed-norm balls with applications
- The dual step size of the alternating direction method can be larger than 1.618 when one function is strongly convex
- Compressed sparse tensor based quadrature for vibrational quantum mechanics integrals
- Robust tracking via locally structured representation
- Local and global convergence of a general inertial proximal splitting scheme for minimizing composite functions
- Point process estimation with Mirror Prox algorithms
- Tractable ADMM schemes for computing KKT points and local minimizers for \(\ell_0\)-minimization problems
- Block-based refitting in \(\ell_{12}\) sparse regularization
- Convergent inexact penalty decomposition methods for cardinality-constrained problems
- A Laplacian approach to _1-norm minimization
- An effective procedure for feature subset selection in logistic regression based on information criteria
- Nonconvex and nonsmooth sparse optimization via adaptively iterative reweighted methods
- Sequential convergence of AdaGrad algorithm for smooth convex optimization
- Variational analysis perspective on linear convergence of some first order methods for nonsmooth convex optimization problems
- Sparse classification: a scalable discrete optimization perspective
- Sparsest piecewise-linear regression of one-dimensional data
- Dualize, split, randomize: toward fast nonsmooth optimization algorithms
- On the local convergence of a stochastic semismooth Newton method for nonsmooth nonconvex optimization
- A phase transition for finding needles in nonlinear haystacks with LASSO artificial neural networks
- An active-set algorithm for norm constrained quadratic problems
- A stochastic extra-step quasi-Newton method for nonsmooth nonconvex optimization
- Sparse optimization on measures with over-parameterized gradient descent
- Inertial alternating direction method of multipliers for non-convex non-smooth optimization
- Efficient inexact proximal gradient algorithms for structured sparsity-inducing norm
- A characterization of proximity operators
- Block-sparsity regularized maximum correntropy criterion for structured-sparse system identification
- Multi-block nonconvex nonsmooth proximal ADMM: convergence and rates under Kurdyka-Łojasiewicz property
- An evaluation of the sparsity degree for sparse recovery with deterministic measurement matrices
- Data-driven time-frequency analysis
- Perspective maximum likelihood-type estimation via proximal decomposition
- Data scarcity, robustness and extreme multi-label classification
- Sparse low rank approximation of potential energy surfaces with applications in estimation of anharmonic zero point energies and frequencies
- A telescopic Bregmanian proximal gradient method without the global Lipschitz continuity assumption
- A proximal framework for fuzzy subspace clustering
- A two-step fixed-point proximity algorithm for a class of non-differentiable optimization models in machine learning
- An efficient primal dual prox method for non-smooth optimization
- Structured regularization for conditional Gaussian graphical models
- Performance of first- and second-order methods for _1-regularized least squares problems
- Multi-view kernel completion
- An optimal subgradient algorithm with subspace search for costly convex optimization problems
- A random block-coordinate Douglas-Rachford splitting method with low computational complexity for binary logistic regression
- Learning with optimal interpolation norms
- An unexpected connection between Bayes \(A\)-optimal designs and the group Lasso
- Locally sparse reconstruction using the \(\ell^{1,\infty}\)-norm
- Safe feature screening rules for the regularized Huber regression
- Combining a relaxed EM algorithm with Occam's razor for Bayesian variable selection in high-dimensional regression
- A second-order method for convex _1-regularized optimization with active-set prediction
- Sparse learning for large-scale and high-dimensional data: a randomized convex-concave optimization approach
- Minimum distance Lasso for robust high-dimensional regression
- On some steplength approaches for proximal algorithms
- Robust Decoding from 1-Bit Compressive Sampling with Ordinary and Regularized Least Squares
- Sparse Optimization with Least-Squares Constraints
- Oracle inequalities for local and global empirical risk minimizers
- Testing Sparsity-Inducing Penalties
- A least-squares method for sparse low rank approximation of multivariate functions
- A convex approach for image restoration with exact Poisson-Gaussian likelihood
- A lasso for hierarchical interactions
- Block coordinate descent algorithms for large-scale sparse multiclass classification
- Low-rank inducing norms with optimality interpretations
- Transaction cost optimization for online portfolio selection
- Catalyst acceleration for first-order convex optimization: from theory to practice
- Proximal methods for the latent group lasso penalty
- A Symmetric Alternating Direction Method of Multipliers for Separable Nonconvex Minimization Problems
- Variational Gram functions: convex analysis and optimization
- Polynomial norms
- Graphical Lasso and thresholding: equivalence and closed-form solutions
- Sharp oracle inequalities for square root regularization
- Robust discriminative clustering with sparse regularizers
- Gap safe screening rules for sparsity enforcing penalties
- Optimization methods for large-scale machine learning
- Adapting regularized low-rank models for parallel architectures
- Implementing the alternating direction method of multipliers for big datasets: a case study of least absolute shrinkage and selection operator
- Cut pursuit: fast algorithms to learn piecewise constant functions on general weighted graphs
- Sparse time-frequency representation of nonlinear and nonstationary data
- Conditional gradient algorithms for norm-regularized smooth convex optimization
- Distributed Learning with Sparse Communications by Identification
- Error Estimates for Multivariate Regression on Discretized Function Spaces
- Strong convergence of over-relaxed multi-parameter proximal scaled gradient algorithm and superiorization
- A Derivative-Free Method for Structured Optimization Problems
- Sparsity-promoting algorithms for the discovery of informative Koopman-invariant subspaces
- Convergence of proximal gradient algorithm in the presence of adjoint mismatch
- On the effectiveness of Richardson extrapolation in data science
- Proximal gradient methods with adaptive subspace sampling
- Proximal Gradient Methods for Machine Learning and Imaging
- scientific article; zbMATH DE number 7626751 (Why is no real title available?)
- scientific article; zbMATH DE number 7625168 (Why is no real title available?)
- Global optimization for sparse solution of least squares problems
- A penalty decomposition approach for multi-objective cardinality-constrained optimization problems
- Parameter choices for sparse regularization with the ℓ1 norm *
- A Subspace Acceleration Method for Minimization Involving a Group Sparsity-Inducing Regularizer
- Multivariate Monotone Inclusions in Saddle Form
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