pISTA: preconditioned Iterative Soft Thresholding Algorithm for Graphical Lasso.

Gal Shalom Eran Treister Irad Yavneh

Published in: CoRR (2022)

Keyphrases

thresholding algorithm
iterative methods
variable selection
feature selection
linear regression
least squares
data driven
cross validation
neural network
data mining
case study
objective function
constrained optimization