A sparsity preserving stochastic gradient methods for sparse regression
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Publication:457215
DOI10.1007/S10589-013-9633-9zbMATH Open1401.62129OpenAlexW1965193428MaRDI QIDQ457215FDOQ457215
Authors: Qihang Lin, Xi Chen, Javier 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
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Cited In (16)
- Sparse high-dimensional regression: exact scalable algorithms and phase transitions
- On stochastic accelerated gradient with convergence rate of regression learning
- Stochastic forward-backward splitting for monotone inclusions
- On variance reduction for stochastic smooth convex optimization with multiplicative noise
- Gradient flows and randomised thresholding: sparse inversion and classification
- Utilizing second order information in minibatch stochastic variance reduced proximal iterations
- A general framework for fast stagewise algorithms
- Adaptive proximal SGD based on new estimating sequences for sparser ERM
- A Fast Gradient Method for Nonnegative Sparse Regression With Self-Dictionary
- Convergence of stochastic proximal gradient algorithm
- A note on sparse least-squares regression
- Online sparse identification for regression models
- ADMM Algorithmic Regularization Paths for Sparse Statistical Machine Learning
- Sparse recovery by reduced variance stochastic approximation
- On the convergence rate of sparse grid least squares regression
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