GAITA: a Gauss-Seidel iterative thresholding algorithm for _q regularized least squares regression

DOI10.1016/J.CAM.2017.01.010MaRDI QIDQ515771zbMATH OpenOpenAlexFDO

Authors Jinshan Zeng, Zhimin Peng, Shaobo Lin

Publication date 16 March 2017

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2017.01.010

zbMATH Keywords

machine learningsignal processingglobal convergencenumerical experimentsiterative thresholding algorithmJacobi\(\ell_q\) regularized least squaresGauss-Seidel

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Learning and adaptive systems in artificial intelligence (68T05) Quadratic programming (90C20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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Cites work

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• $l_{q}$ Sparsity Penalized Linear Regression With Cyclic Descent
• <formula formulatype="inline"><tex Notation="TeX">$L_{1/2}$</tex> </formula> Regularization: Convergence of Iterative Half Thresholding Algorithm
• A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
• A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
• A block coordinate descent method for regularized multiconvex optimization with applications to nonnegative tensor factorization and completion
• A comparison of Jacobi and Gauss-Seidel parallel iterations
• A coordinate gradient descent method for nonsmooth separable minimization
• A unified convergence analysis of block successive minimization methods for nonsmooth optimization
• An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
• Convergence of a block coordinate descent method for nondifferentiable minimization
• Convergence of descent methods for semi-algebraic and tame problems: proximal algorithms, forward-backward splitting, and regularized Gauss-Seidel methods
• Coordinate-friendly structures, algorithms and applications
• Enhancing sparsity by reweighted \(\ell _{1}\) minimization
• Globally convergent block-coordinate techniques for unconstrained optimization
• Iterative Solution of Nonlinear Equations in Several Variables
• Iterative thresholding for sparse approximations
• Iteratively reweighted least squares minimization for sparse recovery
• Linear convergence of adaptively iterative thresholding algorithms for compressed sensing
• Minimization of non-smooth, non-convex functionals by iterative thresholding
• Minimizing Nonconvex Nonsmooth Functions via Cutting Planes and Proximity Control
• Model-free feature screening for ultrahigh-dimensional data
• On the convergence of block coordinate descent type methods
• On the convergence of the coordinate descent method for convex differentiable minimization
• On the convergence of the proximal algorithm for nonsmooth functions involving analytic features
• Pathwise coordinate optimization
• Proximal alternating linearized minimization for nonconvex and nonsmooth problems
• Research on quantum authentication methods for the secure access control among three elements of cloud computing
• Restricted isometry properties and nonconvex compressive sensing
• Signal Recovery From Random Measurements Via Orthogonal Matching Pursuit
• Smoothing methods for nonsmooth, nonconvex minimization
• Sparse SAR imaging based on \(L_{1/2}\) regularization
• SparseNet: coordinate descent with nonconvex penalties
• Subgradient method for nonconvex nonsmooth optimization

Cited in

(4)

• Global convergence of ADMM in nonconvex nonsmooth optimization
• A variable fixing version of the two-block nonlinear constrained Gauss-Seidel algorithm for \(\ell_1\)-regularized least-squares
• Multi-block nonconvex nonsmooth proximal ADMM: convergence and rates under Kurdyka-Łojasiewicz property
• Run-and-inspect method for nonconvex optimization and global optimality bounds for R-local minimizers

Describes a project that uses

Uses Software

• GAITA
• sparsenet
• GradSamp

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