Fast Block Coordinate Descent for Sparse Group Lasso
نویسندگان
چکیده
منابع مشابه
Efficient block-coordinate descent algorithms for the Group Lasso
We present two algorithms to solve the Group Lasso problem [33]. First, we propose a general version of the Block Coordinate Descent (BCD) algorithm for the Group Lasso that employs an efficient approach for optimizing each subproblem exactly. We show that it exhibits excellent performance when the groups are of moderate size. For groups of large size, we propose an extension of ISTA/FISTA [2] ...
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ژورنال
عنوان ژورنال: Transactions of the Japanese Society for Artificial Intelligence
سال: 2021
ISSN: 1346-0714,1346-8030
DOI: 10.1527/tjsai.36-1_a-jb1