SparseNet: coordinate descent with nonconvex penalties
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Cited in
(only showing first 100 items - show all)- A unified approach to model selection and sparse recovery using regularized least squares
- Tuning parameter selection in sparse regression modeling
- Solving norm constrained portfolio optimization via coordinate-wise descent algorithms
- Estimation of an oblique structure via penalized likelihood factor analysis
- Sparsest factor analysis for clustering variables: a matrix decomposition approach
- An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data
- Variable selection via generalized SELO-penalized linear regression models
- Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits
- Relaxed sparse eigenvalue conditions for sparse estimation via non-convex regularized regression
- Genetic algorithm versus classical methods in sparse index tracking
- A penalized likelihood method for structural equation modeling
- Homotopy continuation approaches for robust SV classification and regression
- A coordinate descent algorithm for computing penalized smooth quantile regression
- Variable selection via generalized SELO-penalized Cox regression models
- A fresh look at effect aliasing and interactions: some new wine in old bottles
- Convex and non-convex regularization methods for spatial point processes intensity estimation
- Pathwise coordinate optimization for sparse learning: algorithm and theory
- Minimization of transformed L₁ penalty: theory, difference of convex function algorithm, and robust application in compressed sensing
- An iterative algorithm for fitting nonconvex penalized generalized linear models with grouped predictors
- Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation
- Majorization-minimization algorithms for nonsmoothly penalized objective functions
- Efficient regularized regression with \(L_0\) penalty for variable selection and network construction
- A unified primal dual active set algorithm for nonconvex sparse recovery
- The horseshoe-like regularization for feature subset selection
- An outer-inner linearization method for non-convex and nondifferentiable composite regularization problems
- Sparse classification: a scalable discrete optimization perspective
- Smoothing Newton method for \(\ell^0\)-\(\ell^2\) regularized linear inverse problem
- New bounds for subset selection from conic relaxations
- Mining events with declassified diplomatic documents
- Sparse regression at scale: branch-and-bound rooted in first-order optimization
- Convex optimization under combinatorial sparsity constraints
- Sparse Laplacian shrinkage with the graphical Lasso estimator for regression problems
- On the strong oracle property of concave penalized estimators with infinite penalty derivative at the origin
- A truncated Newton algorithm for nonconvex sparse recovery
- Bias versus non-convexity in compressed sensing
- A unifying framework of high-dimensional sparse estimation with difference-of-convex (DC) regularizations
- Nonconvex regularization for sparse neural networks
- Robust alternating low-rank representation by joint \(L_p\)- and \(L_{2,p}\)-norm minimization
- Computing the degrees of freedom of rank-regularized estimators and cousins
- Separating variables to accelerate non-convex regularized optimization
- Parametrized quasi-soft thresholding operator for compressed sensing and matrix completion
- Transformed \(\ell_1\) regularization for learning sparse deep neural networks
- Large-scale regression with non-convex loss and penalty
- Matrix completion with nonconvex regularization: spectral operators and scalable algorithms
- Worst-case complexity of cyclic coordinate descent: O(n^2) gap with randomized version
- Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons
- A discussion on practical considerations with sparse regression methodologies
- Rejoinder: ``Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons
- Variance prior forms for high-dimensional Bayesian variable selection
- ROS regression: integrating regularization with optimal scaling regression
- Lasso meets horseshoe: a survey
- Regularization methods for high-dimensional sparse control function models
- Approximated penalized maximum likelihood for exploratory factor analysis: an orthogonal case
- Marginalized Lasso in sparse regression
- Novel harmonic regularization approach for variable selection in Cox's proportional hazards model
- Coordinate descent algorithms
- Dimension-reduced clustering of functional data via subspace separation
- AIC for the non-concave penalized likelihood method
- Strong oracle optimality of folded concave penalized estimation
- Sparse estimation via nonconcave penalized likelihood in factor analysis model
- Compound Poisson processes, latent shrinkage priors and Bayesian nonconvex penalization
- \(\mathsf{PenPC}\): a two-step approach to estimate the skeletons of high-dimensional directed acyclic graphs
- OR forum: An algorithmic approach to linear regression
- Global solutions to folded concave penalized nonconvex learning
- Best subset selection via a modern optimization lens
- Designing penalty functions in high dimensional problems: the role of tuning parameters
- sparsenet
- A sparse regularization approach with Log type penalty
- Testing Sparsity-Inducing Penalties
- Adjusted regularized estimation in the accelerated failure time model with high dimensional covariates
- scientific article; zbMATH DE number 6982301 (Why is no real title available?)
- On faster convergence of cyclic block coordinate descent-type methods for strongly convex minimization
- False Discovery Rate Smoothing
- Solution path clustering with adaptive concave penalty
- Proximal Multitask Learning Over Networks With Sparsity-Inducing Coregularization
- The spike-and-slab LASSO
- SICA for Cox's proportional hazards model with a diverging number of parameters
- The variational Garrote
- Optimal computational and statistical rates of convergence for sparse nonconvex learning problems
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- High-Dimensional Sparse Additive Hazards Regression
- An ADMM with continuation algorithm for non-convex SICA-penalized regression in high dimensions
- A generalized least-square matrix decomposition
- Model Selection via Bayesian Information Criterion for Quantile Regression Models
- Sparse and smooth signal estimation: convexification of \(\ell_0\)-formulations
- Nonbifurcating Phylogenetic Tree Inference via the Adaptive LASSO
- A non-convex regularization approach for stable estimation of loss development factors
- Nonconvex Sparse Regularization for Deep Neural Networks and Its Optimality
- Cross validation in sparse linear regression with piecewise continuous nonconvex penalties and its acceleration
- An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems
- Linear Time Dynamic Programming for Computing Breakpoints in the Regularization Path of Models Selected From a Finite Set
- Bayesian bridge quantile regression
- A primal dual active set with continuation algorithm for high-dimensional nonconvex SICA-penalized regression
- Confidence intervals for sparse penalized regression with random designs
- Independently interpretable Lasso for generalized linear models
- An unbiased approach to compressed sensing
- Fast best subset selection: coordinate descent and local combinatorial optimization algorithms
- GAITA: a Gauss-Seidel iterative thresholding algorithm for _q regularized least squares regression
- Learning sparse classifiers: continuous and mixed integer optimization perspectives
- The trimmed Lasso: sparse recovery guarantees and practical optimization by the generalized soft-min penalty
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