Pages that link to "Item:Q2903300"
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The following pages link to Optimization with sparsity-inducing penalties (Q2903300):
Displaying 50 items.
- A phase transition for finding needles in nonlinear haystacks with LASSO artificial neural networks (Q2103975) (← links)
- An active-set algorithm for norm constrained quadratic problems (Q2133422) (← links)
- A stochastic extra-step quasi-Newton method for nonsmooth nonconvex optimization (Q2149551) (← links)
- Sparse optimization on measures with over-parameterized gradient descent (Q2149558) (← links)
- Inertial alternating direction method of multipliers for non-convex non-smooth optimization (Q2162531) (← links)
- Efficient inexact proximal gradient algorithms for structured sparsity-inducing norm (Q2185635) (← links)
- A characterization of proximity operators (Q2203356) (← links)
- Block-sparsity regularized maximum correntropy criterion for structured-sparse system identification (Q2217615) (← links)
- Multi-block nonconvex nonsmooth proximal ADMM: convergence and rates under Kurdyka-Łojasiewicz property (Q2231349) (← links)
- An evaluation of the sparsity degree for sparse recovery with deterministic measurement matrices (Q2251220) (← links)
- Data-driven time-frequency analysis (Q2252154) (← links)
- Perspective maximum likelihood-type estimation via proximal decomposition (Q2286365) (← links)
- Data scarcity, robustness and extreme multi-label classification (Q2320560) (← links)
- Sparse low rank approximation of potential energy surfaces with applications in estimation of anharmonic zero point energies and frequencies (Q2322234) (← links)
- A telescopic Bregmanian proximal gradient method without the global Lipschitz continuity assumption (Q2322358) (← links)
- A proximal framework for fuzzy subspace clustering (Q2328932) (← links)
- A two-step fixed-point proximity algorithm for a class of non-differentiable optimization models in machine learning (Q2333729) (← links)
- An efficient primal dual prox method for non-smooth optimization (Q2339936) (← links)
- Structured regularization for conditional Gaussian graphical models (Q2361457) (← links)
- Performance of first- and second-order methods for \(\ell_1\)-regularized least squares problems (Q2374363) (← links)
- Multi-view kernel completion (Q2398104) (← links)
- An optimal subgradient algorithm with subspace search for costly convex optimization problems (Q2415906) (← links)
- A random block-coordinate Douglas-Rachford splitting method with low computational complexity for binary logistic regression (Q2419533) (← links)
- Learning with optimal interpolation norms (Q2420165) (← links)
- An unexpected connection between Bayes \(A\)-optimal designs and the group Lasso (Q2423178) (← links)
- Safe feature screening rules for the regularized Huber regression (Q2656712) (← links)
- A second-order method for convex<sub>1</sub>-regularized optimization with active-set prediction (Q2815550) (← links)
- Sparse Learning for Large-Scale and High-Dimensional Data: A Randomized Convex-Concave Optimization Approach (Q2830269) (← links)
- Robust Decoding from 1-Bit Compressive Sampling with Ordinary and Regularized Least Squares (Q3174766) (← links)
- Sparse Optimization with Least-Squares Constraints (Q3225227) (← links)
- Oracle Inequalities for Local and Global Empirical Risk Minimizers (Q3296182) (← links)
- Testing Sparsity-Inducing Penalties (Q3391458) (← links)
- A Least-Squares Method for Sparse Low Rank Approximation of Multivariate Functions (Q3452528) (← links)
- A Convex Approach for Image Restoration with Exact Poisson--Gaussian Likelihood (Q3454505) (← links)
- Low-Rank Inducing Norms with Optimality Interpretations (Q4554068) (← links)
- Transaction cost optimization for online portfolio selection (Q4554503) (← links)
- Catalyst Acceleration for First-order Convex Optimization: from Theory to Practice (Q4558545) (← links)
- A Symmetric Alternating Direction Method of Multipliers for Separable Nonconvex Minimization Problems (Q4602329) (← links)
- Variational Gram Functions: Convex Analysis and Optimization (Q4602347) (← links)
- Polynomial Norms (Q4620456) (← links)
- (Q4633017) (← links)
- Sharp Oracle Inequalities for Square Root Regularization (Q4636972) (← links)
- (Q4636989) (← links)
- Gap Safe screening rules for sparsity enforcing penalties (Q4637055) (← links)
- Optimization Methods for Large-Scale Machine Learning (Q4641709) (← links)
- Adapting Regularized Low-Rank Models for Parallel Architectures (Q4646456) (← links)
- Implementing the Alternating Direction Method of Multipliers for Big Datasets: A Case Study of Least Absolute Shrinkage and Selection Operator (Q4685334) (← links)
- Cut Pursuit: Fast Algorithms to Learn Piecewise Constant Functions on General Weighted Graphs (Q4689639) (← links)
- Distributed Learning with Sparse Communications by Identification (Q4959464) (← links)
- Error Estimates for Multivariate Regression on Discretized Function Spaces (Q4976112) (← links)
