Gap Safe screening rules for sparsity enforcing penalties

zbMath1442.62161arXiv1611.05780MaRDI QIDQ4637055

Eugene Ndiaye, Alexandre Gramfort, Joseph Salmon, Olivier Fercoq

Publication date: 17 April 2018

Full work available at URL: https://arxiv.org/abs/1611.05780

zbMATH Keywords

convex optimizationLassosparse logistic regressionmulti-task Lassoscreening rulessparse-group Lasso

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

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Uses Software

• LIBLINEAR
• glmnet
• Cython
• biglasso
• BLITZ

Cites Work

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• Gap Safe screening rules for sparsity enforcing penalties
• Safe Feature Elimination in Sparse Supervised Learning
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• Strong Rules for Discarding Predictors in Lasso-Type Problems
• Convex analysis and monotone operator theory in Hilbert spaces

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