Stochastic alternating direction method of multipliers for structured regularization

DOI10.5183/JJSCS.1502004_218MaRDI QIDQ2953959zbMATH OpenOpenAlexFDO

Authors Taiji Suzuki

Publication date 11 January 2017

Published in Journal of the Japanese Society of Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5183/jjscs.1502004_218

zbMATH Keywords

high dimensionmachine learningsparse estimationstochastic optimizationstructured regularization

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Ridge regression; shrinkage estimators (Lasso) (62J07)

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(4)

• Stochastic accelerated alternating direction method of multipliers with importance sampling
• scientific article; zbMATH DE number 6378171 (Why is no real title available?)
• A stochastic alternating direction method of multipliers for non-smooth and non-convex optimization
• ADMM Algorithmic Regularization Paths for Sparse Statistical Machine Learning

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