منابع مشابه
Coordinate descent algorithms
Coordinate descent algorithms solve optimization problems by successively performing approximate minimization along coordinate directions or coordinate hyperplanes. They have been used in applications for many years, and their popularity continues to grow because of their usefulness in data analysis, machine learning, and other areas of current interest. This paper describes the fundamentals of...
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Phase retrieval aims at recovering a complex-valued signal from magnitude-only measurements, which attracts much attention since it has numerous applications in many disciplines. However, phase recovery involves solving a system of quadratic equations, indicating that it is a challenging nonconvex optimization problem. To tackle phase retrieval in an effective and efficient manner, we apply coo...
متن کاملCoordinate Descent Algorithms for Lasso Penalized Regression
Imposition of a lasso penalty shrinks parameter estimates toward zero and performs continuous model selection. Lasso penalized regression is capable of handling linear regression problems where the number of predictors far exceeds the number of cases. This paper tests two exceptionally fast algorithms for estimating regression coefficients with a lasso penalty. The previously known ℓ2 algorithm...
متن کاملPenalized Bregman Divergence Estimation via Coordinate Descent
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...
متن کاملWhen Cyclic Coordinate Descent Outperforms Randomized Coordinate Descent
Coordinate descent (CD) method is a classical optimization algorithm that has seen a revival of interest because of its competitive performance in machine learning applications. A number of recent papers provided convergence rate estimates for their deterministic (cyclic) and randomized variants that differ in the selection of update coordinates. These estimates suggest randomized coordinate de...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2015
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-015-0892-3