Local Linear Convergence of ISTA and FISTA on the LASSO Problem.

Shaozhe Tao Daniel Boley Shuzhong Zhang

Published in: SIAM J. Optim. (2016)

Keyphrases

feature selection
convergence rate
linear regression
discriminant analysis
convergence speed
faster convergence
least squares
stochastic approximation
iterative algorithms
model selection
cross validation
sparse representation
database
low dimensional
artificial intelligence
learning algorithm
databases