Variant of Greedy Randomized Gauss-Seidel Method for Ridge Regression
DOI10.4208/nmtma.OA-2020-0095zbMath1488.62001OpenAlexW3168409697WikidataQ114021152 ScholiaQ114021152MaRDI QIDQ5017527
Publication date: 17 December 2021
Published in: Numerical Mathematics: Theory, Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4208/nmtma.oa-2020-0095
iterative methodridge regressionrandomized algorithmsrandomized Kaczmarzgreedy randomized Gauss-Seidel
Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Iterative numerical methods for linear systems (65F10) Randomized algorithms (68W20)
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