A Gauss-Seidel Iterative Thresholding Algorithm for lq Regularized Least Squares Regression.

Jinshan Zeng Zhimin Peng Shaobo Lin

Published in: CoRR (2015)

Keyphrases

gauss seidel
thresholding algorithm
convergence speed
objective function
least squares
decision trees
regularized least squares
total least squares