Proximal average approximated incremental gradient descent for composite penalty regularized empirical risk minimization
DOI10.1007/S10994-016-5609-1zbMATH Open1459.62156OpenAlexW2550590730MaRDI QIDQ2398094FDOQ2398094
Authors: Yiu-ming Cheung, Jian Lou 
Publication date: 15 August 2017
Published in: Machine Learning (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10994-016-5609-1
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Cites Work
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- Nearly unbiased variable selection under minimax concave penalty
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Analysis of multi-stage convex relaxation for sparse regularization
- Introductory lectures on convex optimization. A basic course.
- Incremental Majorization-Minimization Optimization with Application to Large-Scale Machine Learning
- Grouping Pursuit Through a Regularization Solution Surface
- Dual averaging methods for regularized stochastic learning and online optimization
- Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization I: A Generic Algorithmic Framework
- A Proximal Stochastic Gradient Method with Progressive Variance Reduction
- Stochastic Dual Coordinate Ascent Methods for Regularized Loss Minimization
- Semi-stochastic coordinate descent
- The Proximal Average: Basic Theory
- Large-Scale Machine Learning with Stochastic Gradient Descent
Cited In (5)
- Selective linearization for multi-block statistical learning
- Fixed point quasiconvex subgradient method
- Inexact stochastic subgradient projection method for stochastic equilibrium problems with nonmonotone bifunctions: application to expected risk minimization in machine learning
- Integral resolvent and proximal mixtures
- An Efficient Algorithm for Minimizing Multi Non-Smooth Component Functions
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