A sparsity preserving stochastic gradient methods for sparse regression
Year of publication: |
2014
|
---|---|
Authors: | Lin, Qihang ; Chen, Xi ; Peña, Javier |
Published in: |
Computational Optimization and Applications. - Springer. - Vol. 58.2014, 2, p. 455-482
|
Publisher: |
Springer |
Subject: | Sparse regression | Stochastic gradient | First-order methods |
-
Hedge algorithm and Dual Averaging schemes
Baes, Michel, (2013)
-
Stochastic first order methods in smooth convex optimization
DEVOLDER, Olivier, (2011)
-
Hedge algorithm and Dual Averaging schemes
Baes, Michel, (2013)
- More ...
-
A trade execution model under a composite dynamic coherent risk measure
Lin, Qihang, (2015)
-
Distributionally robust optimization with confidence bands for probability density functions
Chen, Xi, (2022)
-
Statistical Decision Making for Optimal Budget Allocation in Crowd Labeling
Chen, Xi, (2015)
- More ...