A coordinate majorization descent algorithm for ℓ1penalized learning

DOI10.1080/00949655.2012.695374zbMath1453.62257OpenAlexW2139276415MaRDI QIDQ5219208

Yi Yang, Hui Zou

Publication date: 9 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2012.695374

zbMATH Keywords

majorization-minimizationLassocoordinate decent

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (1)

Coordinate majorization descent algorithm for nonconvex penalized regression

Uses Software

• UCI-ml
• glmnet

Cites Work

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• The MM alternative to EM
• Least angle regression. (With discussion)
• Pathwise coordinate optimization
• Coordinate descent algorithms for lasso penalized regression
• An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
• Regularization and Variable Selection Via the Elastic Net
• Strong Rules for Discarding Predictors in Lasso-Type Problems

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