Parallel block coordinate minimization with application to group regularized regression

DOI10.1007/s11081-016-9336-zzbMath1364.90252OpenAlexW2526582579MaRDI QIDQ2358088

Giuseppe Carlo Calafiore

Publication date: 21 June 2017

Published in: Optimization and Engineering (Search for Journal in Brave)

Full work available at URL: http://porto.polito.it/2651765/1/parallel_block_descent_5.pdf

zbMATH Keywords

ridge regressionnondifferentiable minimizationparallel methodsgroup lassoregularized regressionelastic netblock coordinate minimization

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Convex programming (90C25) Derivative-free methods and methods using generalized derivatives (90C56)

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