Group coordinate descent algorithms for nonconvex penalized regression.

Fengrong Wei Hongxiao Zhu

Published in: Comput. Stat. Data Anal. (2012)

Keyphrases

data structure
optimization problems
model selection
computational complexity
theoretical analysis
regression algorithm
orders of magnitude
learning algorithm
decision trees
significant improvement
worst case
benchmark datasets
loss function
regression model
times faster
global optimization