Optimal computational and statistical rates of convergence for sparse nonconvex learning problems

DOI10.1214/14-AOS1238zbMath1302.62066arXiv1306.4960WikidataQ43079370 ScholiaQ43079370MaRDI QIDQ482875

Tong Zhang, Han Liu, Zhaoran Wang

Publication date: 6 January 2015

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.4960

zbMATH Keywords

path-following method; geometric computational rate; nonconvex regularized \(M\)-estimation; optimal statistical rate

Mathematics Subject Classification ID

62F30: Parametric inference under constraints

62J12: Generalized linear models (logistic models)

90C26: Nonconvex programming, global optimization

90C52: Methods of reduced gradient type

Uses Software

• glmnet
• FPC_AS
• sparsenet