Accelerate the warm-up stage in the Lasso computation via a homotopic approach

DOI10.1016/j.csda.2023.107747arXiv2010.13934MaRDI QIDQ6115541

Xiaoming Huo, Yujie Zhao

Publication date: 13 July 2023

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.13934

zbMATH Keywords

convergence rateLasso\(\ell_1\) regularizationhomotopic method

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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