Projection-Based Regularized Dual Averaging for Stochastic Optimization

DOI10.1109/TSP.2019.2908901MaRDI QIDQ5238816zbMATH OpenOpenAlexFDO

Authors Asahi Ushio, Masahiro Yukawa

Publication date 28 October 2019

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2019.2908901

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Ridge regression; shrinkage estimators (Lasso) (62J07) Stochastic programming (90C15)

Cited in

(1)

• Accelerated proximal stochastic dual coordinate ascent for regularized loss minimization

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