A Practical Scheme and Fast Algorithm to Tune the Lasso With Optimality Guarantees.
Michael ChichignoudJohannes LedererMartin J. WainwrightPublished in: J. Mach. Learn. Res. (2016)
Keyphrases
- computational cost
- preprocessing
- detection algorithm
- cost function
- times faster
- experimental evaluation
- optimal solution
- significant improvement
- objective function
- improved algorithm
- optimization algorithm
- theoretical analysis
- learning algorithm
- np hard
- dynamic programming
- neural network
- search algorithm
- high accuracy
- worst case
- k means
- evolutionary algorithm
- computational complexity
- polynomial time approximation
- recognition algorithm
- convergence rate
- selection algorithm
- cross validation
- model selection
- linear programming
- simulated annealing
- lower bound
- support vector
- genetic algorithm