Proximal Quasi-Newton for Computationally Intensive L1-regularized M-estimators.

Kai Zhong Ian En-Hsu Yen Inderjit S. Dhillon Pradeep Ravikumar

Published in: NIPS (2014)

Keyphrases

computationally intensive
quasi newton
newton method
regularized least squares
optimization methods
optimization method
step size
least squares
optimization procedure
interior point methods
objective function
cost function
neural network training