Hybrid safe-strong rules for efficient optimization in Lasso-type problems

DOI10.1016/J.CSDA.2020.107063MaRDI QIDQ830584zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

strong ruleslarge-scale sparse learningLasso screeningpathwise coordinate descent

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 6253925 (Why is no real title available?)
• Coordinate descent algorithms for lasso penalized regression
• Distributed optimization and statistical learning via the alternating direction method of multipliers
• Efficient block-coordinate descent algorithms for the group Lasso
• Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
• Lasso screening rules via dual polytope projection
• Least angle regression. (With discussion)
• Model Selection and Estimation in Regression with Grouped Variables
• Pathwise coordinate optimization
• Regularization and Variable Selection Via the Elastic Net
• Strong Rules for Discarding Predictors in Lasso-Type Problems
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• The Group Lasso for Logistic Regression
• The Lasso problem and uniqueness

Cited in

(5)

• Adaptive hybrid screening for efficient lasso optimization
• Gap safe screening rules for sparsity enforcing penalties
• A safe reinforced feature screening strategy for Lasso based on feasible solutions
• A convex-Nonconvex strategy for grouped variable selection
• Lasso screening rules via dual polytope projection

Describes a project that uses

Uses Software

• UCI
• glmnet
• biglasso

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