Efficient Proximal Gradient Algorithms for Joint Graphical Lasso.

Jie Chen Ryosuke Shimmura Joe Suzuki

Published in: Entropy (2021)

Keyphrases

computationally expensive
orders of magnitude
computationally efficient
computational efficiency
efficient optimization
data structure

computationally intensive
times faster
data mining
variable selection
worst case
neural network

computational cost
combinatorial optimization
efficient implementation
evolutionary algorithm
highly efficient
computational complexity

linear models
single pass
highly scalable
pruning strategy
computationally complex