Hybrid safe-strong rules for efficient optimization in Lasso-type problems
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Publication:830584
DOI10.1016/J.CSDA.2020.107063OpenAlexW3065811904MaRDI QIDQ830584FDOQ830584
Authors: Tianbao Yang, Patrick Breheny, YaoHui Zeng 
Publication date: 7 May 2021
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1704.08742
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Cites Work
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- Pathwise coordinate optimization
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- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Regularization and Variable Selection Via the Elastic Net
- Model Selection and Estimation in Regression with Grouped Variables
- The Group Lasso for Logistic Regression
- The Lasso problem and uniqueness
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- Efficient block-coordinate descent algorithms for the group Lasso
- Strong Rules for Discarding Predictors in Lasso-Type Problems
- Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
- Lasso screening rules via dual polytope projection
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