منابع مشابه
A Flexible Coordinate Descent Method for Big Data Applications
In this paper we present a novel randomized block coordinate descent method for the minimization of a convex composite objective function. The method uses (approximate) partial second-order (curvature) information, so that the algorithm performance is more robust when applied to highly nonseparable or ill conditioned problems. We call the method Flexible Coordinate Descent (FCD). At each iterat...
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Variable selection via penalized estimation is appealing for dimension reduction. For penalized linear regression, Efron, et al. (2004) introduced the LARS algorithm. Recently, the coordinate descent (CD) algorithm was developed by Friedman, et al. (2007) for penalized linear regression and penalized logistic regression and was shown to gain computational superiority. This paper explores...
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2018
ISSN: 0926-6003,1573-2894
DOI: 10.1007/s10589-018-9984-3