Local Convergence of an AMP Variant to the LASSO Solution in Finite Dimensions.

Yanting Ma Min Kang Jack W. Silverstein Dror Baron

Published in: CoRR (2020)

Keyphrases

feature selection
convergence rate
convergence property
solution space
integer programming
convergence speed
linear complementarity problem
database
data sets
decision trees
least squares
linear regression
global optimum
iterative algorithms