A sparsity preserving stochastic gradient methods for sparse regression

DOI10.1007/s10589-013-9633-9zbMath1401.62129MaRDI QIDQ457215

Xi Chen, Qihang Lin, Javier F. Peña

Publication date: 26 September 2014

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-013-9633-9

zbMATH Keywords

sparse regression; stochastic gradient; first-order methods

Mathematics Subject Classification ID

90C25: Convex programming

90C15: Stochastic programming

62L20: Stochastic approximation

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Unnamed Item, Unnamed Item, Adaptive proximal SGD based on new estimating sequences for sparser ERM, Stochastic forward-backward splitting for monotone inclusions, On variance reduction for stochastic smooth convex optimization with multiplicative noise, Convergence of stochastic proximal gradient algorithm

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