Variant of Greedy Randomized Gauss-Seidel Method for Ridge Regression

DOI10.4208/nmtma.OA-2020-0095zbMath1488.62001OpenAlexW3168409697WikidataQ114021152 ScholiaQ114021152MaRDI QIDQ5017527

Lixiao Duan, Guo-Feng Zhang

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

zbMATH Keywords

iterative methodridge regressionrandomized algorithmsrandomized Kaczmarzgreedy randomized Gauss-Seidel

Mathematics Subject Classification ID

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)

Related Items (3)

On adaptive block coordinate descent methods for ridge regression ⋮ On greedy randomized block Gauss-Seidel method with averaging for sparse linear least-squares problems ⋮ Greedy Kaczmarz Algorithm Using Optimal Intermediate Projection Technique for Coherent Linear Systems

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