A Smoothing Proximal Gradient Algorithm for Nonsmooth Convex Regression with Cardinality Penalty.
Wei BianXiaojun ChenPublished in: SIAM J. Numer. Anal. (2020)
Keyphrases
- learning algorithm
- globally optimal
- cost function
- np hard
- objective function
- regression problems
- support vector regression
- detection algorithm
- expectation maximization
- particle swarm optimization
- dynamic programming
- preprocessing
- optimal solution
- probabilistic model
- computational complexity
- regression method
- gradient information
- regression algorithm
- smoothing algorithm