A Homotopic Method to Solve the Lasso Problems with an Improved Upper Bound of Convergence Rate.

Yujie Zhao Xiaoming Huo

Published in: CoRR (2020)

Keyphrases

convergence rate
upper bound
gradient method
significant improvement
linear regression
learning algorithm
cost function
convergence speed
feature selection
model selection
optimization algorithm
cross validation
computational efficiency
optimization method
step size
false positive rate