Rank-one convexification for sparse regression

MaRDI QIDQ6982666zbMATH OpenFDO

Authors Alper Atamtürk, Andrés Gómez

Publication date 16 May 2025

Published in Journal of Machine Learning Research (JMLR) (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://jmlr.org/papers/v26/19-159.html

zbMATH Keywords

Lassoelastic netbest subset selectionsparse regressionnon-convex regularizationconic formulations

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Learning and adaptive systems in artificial intelligence (68T05) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of mathematical programming (90C90) Nonconvex programming, global optimization (90C26)

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