Fast Optimization Methods for L1 Regularization: A Comparative Study and Two New Approaches.

Mark Schmidt Glenn Fung Rómer Rosales

Published in: ECML (2007)

Keyphrases

optimization methods
optimization approaches
optimization method
inverse problems
simulated annealing
optimization problems
neural network
global convergence
efficient optimization
gradient method
genetic algorithm
cost function
convergence speed
evolution strategy
stochastic methods