Greedy methods, randomization approaches and multi-arm bandit algorithms for efficient sparsity-constrained optimization.
Alain RakotomamonjySokol KoçoLiva RalaivolaPublished in: CoRR (2015)
Keyphrases
- constrained optimization
- computationally expensive
- computationally intensive
- penalty functions
- greedy algorithms
- search methods
- optimization methods
- iterative methods
- machine learning algorithms
- unconstrained optimization
- greedy algorithm
- objective function
- optimization method
- multi class
- conjugate gradient
- evolutionary algorithm
- search algorithm