A consistent algorithm to solve Lasso, elastic-net and Tikhonov regularization
Recent approaches of supervised learning use tools which have been developed in the theory and practice of inverse problems. They all exploit penalized least squares methods partly under additional constraints. The new paper analyzes an iterative algorithm suggested by \textit{V.~Umanità} and \textit{S.~Villa} [``Elastic-net regularization: iterative algorithms and asymptotic behavior of solutions, Numer.~Funct.~Anal.~31, No.~12, 1406--1432 (2010; Zbl 1213.47011)] with respect to the consistency of estimating relevant features of the regression function. The function to be determined is assumed to be sparse with respect to a fixed countable dictionary in the sense that the associated coefficient vector is in \(\ell^{1}\). In this context, the authors compare Lasso solutions, elastic-net and Tikhonov regularized solutions and their cross-connections. Moreover, they discuss the character of corresponding optimization problems and their approximate (iterative) solution.
- Elastic-Net Regularization: Iterative Algorithms and Asymptotic Behavior of Solutions
- Properties and iterative methods for the \(Q\)-lasso
- Elastic-net regularization: error estimates and active set methods
- Properties and iterative methods for the lasso and its variants
- Elastic-net regularization in learning theory
- A distribution-free theory of nonparametric regression
- Accelerated projected gradient method for linear inverse problems with sparsity constraints
- An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
- Atomic Decomposition by Basis Pursuit
- Best choices for regularization parameters in learning theory: on the bias-variance problem.
- Elastic-net regularization in learning theory
- Elastic-net regularization: error estimates and active set methods
- Elastic-Net Regularization: Iterative Algorithms and Asymptotic Behavior of Solutions
- High-dimensional generalized linear models and the lasso
- Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 3582778 (Why is no real title available?)
- scientific article; zbMATH DE number 2115052 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 936298 (Why is no real title available?)
- scientific article; zbMATH DE number 1391397 (Why is no real title available?)
- Least angle regression. (With discussion)
- On the mathematical foundations of learning
- Optimum bounds for the distributions of martingales in Banach spaces
- Regularization and Variable Selection Via the Elastic Net
- Signal Recovery by Proximal Forward-Backward Splitting
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Theory of statistics
- Weak convergence and empirical processes. With applications to statistics
- Well-posed optimization problems
- Elastic-net regularization in learning theory
- Why Lasso, ridge regression, and EN: explanation based on soft computing
- A stochastic inertial forward–backward splitting algorithm for multivariate monotone inclusions
- Elastic-net regularization: error estimates and active set methods
- scientific article; zbMATH DE number 6747340 (Why is no real title available?)
- 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
- Properties and iterative methods for the lasso and its variants
This page was built for publication: A consistent algorithm to solve Lasso, elastic-net and Tikhonov regularization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2431337)
