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

DOI10.1016/j.jco.2011.01.003zbMath1230.68166OpenAlexW1973729051MaRDI 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

regularizationlearning theorysupervised learningconsistent estimatorsparsityelastic-net

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Learning and adaptive systems in artificial intelligence (68T05) Linear operators and ill-posed problems, regularization (47A52)

Related Items

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

Uses Software

• PDCO

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Well-posed optimization problems
• Accelerated projected gradient method for linear inverse problems with sparsity constraints
• Elastic-net regularization in learning theory
• A distribution-free theory of nonparametric regression
• Best choices for regularization parameters in learning theory: on the bias-variance problem.
• Least angle regression. (With discussion)
• Theory of statistics
• Optimum bounds for the distributions of martingales in Banach spaces
• Weak convergence and empirical processes. With applications to statistics
• Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization
• High-dimensional generalized linear models and the lasso
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• On the mathematical foundations of learning
• Elastic-Net Regularization: Iterative Algorithms and Asymptotic Behavior of Solutions
• Elastic-net regularization: error estimates and active set methods
• Atomic Decomposition by Basis Pursuit
• An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
• Regularization and Variable Selection Via the Elastic Net
• Signal Recovery by Proximal Forward-Backward Splitting