An Algorithm for Unconstrained Quadratically Penalized Convex Optimization

DOI10.1080/03610918.2011.560734zbMath1219.62067arXiv0811.2843OpenAlexW2013873177MaRDI QIDQ3087581

Steven P. Ellis

Publication date: 16 August 2011

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0811.2843

zbMATH Keywords

regularizationmachine learningkernel-based methodsBFGS

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Generalized linear models (logistic models) (62J12) Applications of mathematical programming (90C90) Numerical optimization and variational techniques (65K10)

Related Items

An Algorithm for Unconstrained Quadratically Penalized Convex Optimization

Uses Software

• R
• ElemStatLearn

Cites Work

• Convex analysis and nonlinear optimization. Theory and examples.
• Introductory lectures on convex optimization. A basic course.
• Statistical behavior and consistency of classification methods based on convex risk minimization.
• Regularization networks and support vector machines
• An Algorithm for Unconstrained Quadratically Penalized Convex Optimization
• A new approach to variable metric algorithms
• The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations
• The elements of statistical learning. Data mining, inference, and prediction
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