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

DOI10.1214/14-AOS1238zbMath1302.62066arXiv1306.4960OpenAlexW3103820806WikidataQ43079370 ScholiaQ43079370MaRDI QIDQ482875

Zhaoran Wang, Tong Zhang, Han Liu

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 methodgeometric computational ratenonconvex regularized \(M\)-estimationoptimal statistical rate

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Generalized linear models (logistic models) (62J12) Nonconvex programming, global optimization (90C26) Methods of reduced gradient type (90C52)

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Uses Software

• glmnet
• FPC_AS
• sparsenet

Cites Work

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