STOCHASTIC ALTERNATING DIRECTION METHOD OF MULTIPLIERS FOR STRUCTURED REGULARIZATION

DOI10.5183/jjscs.1502004_218zbMath1357.62144OpenAlexW2563205413MaRDI QIDQ2953959

Taiji Suzuki

Publication date: 11 January 2017

Published in: Journal of the Japanese Society of Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5183/jjscs.1502004_218

zbMATH Keywords

stochastic optimizationmachine learninghigh dimensionsparse estimationstructured regularization

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric inference under constraints (62F30)

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