Doubly Greedy Primal-Dual Coordinate Descent for Sparse Empirical Risk Minimization.
Qi LeiIan En-Hsu YenChao-Yuan WuInderjit S. DhillonPradeep RavikumarPublished in: ICML (2017)
Keyphrases
- primal dual
- empirical risk minimization
- linear programming
- empirical risk
- linear program
- convex optimization problems
- convex optimization
- interior point methods
- convergence rate
- uniform convergence
- approximation algorithms
- statistical learning theory
- vc dimension
- algorithm for linear programming
- semidefinite programming
- dynamic programming
- feature selection
- generalization bounds
- high dimensional
- phase transition
- computationally tractable
- risk minimization
- sufficient conditions
- upper bound
- optimal solution