A consistent algorithm to solve Lasso, elastic-net and Tikhonov regularization

DOI10.1016/j.jco.2011.01.003zbMath1230.68166MaRDI QIDQ2431337

Veronica Umanità, Ernesto De Vito, Silvia Villa

Publication date: 13 April 2011

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jco.2011.01.003

zbMATH Keywords

regularization; learning theory; supervised learning; consistent estimator; sparsity; elastic-net

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

68T05: Learning and adaptive systems in artificial intelligence

47A52: Linear operators and ill-posed problems, regularization

Related Items

Variable metric forward–backward splitting with applications to monotone inclusions in duality, Stochastic Quasi-Fejér Block-Coordinate Fixed Point Iterations with Random Sweeping, Consistent learning by composite proximal thresholding, A stochastic inertial forward–backward splitting algorithm for multivariate monotone inclusions

Uses Software

• PDCO

Cites Work

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