Pathwise coordinate optimization for sparse learning: algorithm and theory
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Publication:1747736
DOI10.1214/17-AOS1547zbMath1416.62413arXiv1412.7477MaRDI QIDQ1747736
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
oracle property; global linear convergence; nonconvex sparse learning; optimal statistical rates of convergence; pathwise coordinate optimization
62J07: Ridge regression; shrinkage estimators (Lasso)
62J12: Generalized linear models (logistic models)
90C26: Nonconvex programming, global optimization
90C52: Methods of reduced gradient type
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