A new accelerated algorithm for ill-conditioned ridge regression problems

DOI10.1007/S40314-017-0430-4zbMATH Open1432.65077OpenAlexW2594699431MaRDI QIDQ725822FDOQ725822

Authors Tatiane C. Silva, Gislaine A. Periçaro, Ademir Alves Ribeiro 

Publication date 2 August 2018

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

Full work available at URL https://doi.org/10.1007/s40314-017-0430-4

zbMATH Keywords

ridge regressionfixed pointprimal-dual methodsaccelerated methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Ridge regression; shrinkage estimators (Lasso) (62J07) Numerical methods based on nonlinear programming (49M37)

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Cites work

• scientific article; zbMATH DE number 2121575 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A faster algorithm for ridge regression of reduced rank data
• Accelerated proximal stochastic dual coordinate ascent for regularized loss minimization
• Benchmarking optimization software with performance profiles.
• On Conjugate Convex Functions
• On the dual formulation of regularized linear systems with convex risks
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Solving multicollinearity problem using ridge regression models
• The elements of statistical learning. Data mining, inference, and prediction

Cited in

(6)

• A faster algorithm for ridge regression of reduced rank data
• Obtaining a threshold for the Stewart index and its extension to ridge regression
• Primal-dual fixed point methods for regularized least-squares problems
• scientific article; zbMATH DE number 7449564 (Why is no real title available?)
• The complexity of primal-dual fixed point methods for ridge regression
• An accelerated augmented projection algorithm for ridge regression problem

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Uses Software

• ElemStatLearn

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