Proximal gradient method with automatic selection of the parameter by automatic differentiation

DOI10.1080/10556788.2018.1435648MaRDI QIDQ4685565zbMATH OpenOpenAlexFDO

Authors Ying-Yi Li, Hai-Bin Zhang, Zhibao Li, Huan Gao

Publication date 9 October 2018

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556788.2018.1435648

zbMATH Keywords

automatic differentiationconvex optimizationnon-smoothparameter selectionproximal gradient methodsparse group lasso problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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Cites work

• A modified proximal gradient method for a family of nonsmooth convex optimization problems
• A note on adaptive group Lasso
• Analysis of multi-stage convex relaxation for sparse regularization
• Classification With the Sparse Group Lasso
• Consistency of the group Lasso and multiple kernel learning
• Evaluating Derivatives
• Group-Sparse Signal Denoising: Non-Convex Regularization, Convex Optimization
• High-dimensional graphs and variable selection with the Lasso
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Inverse Problem Theory and Methods for Model Parameter Estimation
• Model Selection and Estimation in Regression with Grouped Variables
• Multi-stage convex relaxation for feature selection
• Multiple Change-Points Estimation in Linear Regression Models via Sparse Group Lasso
• Multivariate sparse group Lasso for the multivariate multiple linear regression with an arbitrary group structure
• Nearly unbiased variable selection under minimax concave penalty
• Nonconcave Penalized Likelihood With NP-Dimensionality
• On proximal gradient method for the convex problems regularized with the group reproducing kernel norm
• On the linear convergence of a proximal gradient method for a class of nonsmooth convex minimization problems
• One-step sparse estimates in nonconcave penalized likelihood models
• Optimality analysis on partial l₁-minimization recovery
• Regression Shrinkage and Selection via The Lasso: A Retrospective
• Regularization and Variable Selection Via the Elastic Net
• The Adaptive Lasso and Its Oracle Properties
• The Group Lasso for Logistic Regression
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(1)

• Conditions for the existence, identification and calculus rules of the threshold of prox-boundedness

Describes a project that uses

Uses Software

• BioBayes
• Yall1

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