An efficient GPU-parallel coordinate descent algorithm for sparse precision matrix estimation via scaled lasso.
Seunghwan LeeSang Cheol KimDonghyeon YuPublished in: Comput. Stat. (2023)
Keyphrases
- parallel implementation
- regularized regression
- optimal solution
- estimation algorithm
- detection algorithm
- np hard
- k means
- parallel processing
- learning algorithm
- dynamic programming
- generalized linear models
- sparse matrix
- parallel computation
- cross validation
- elastic net
- feature selection
- computational complexity
- logistic regression
- sparse representation
- real time
- computationally efficient
- model selection
- least squares
- evolutionary algorithm