Towards Optimal Sparse Inverse Covariance Selection through Non-Convex Optimization.
Sidhant MisraMarc VuffrayAndrey Y. LokhovMichael ChertkovPublished in: CoRR (2017)
Keyphrases
- convex optimization
- norm regularization
- basis pursuit
- low rank
- primal dual
- interior point methods
- low rank matrix
- total variation
- group lasso
- low rank and sparse
- operator splitting
- alternating direction method of multipliers
- convex optimization problems
- norm minimization
- dynamic programming
- low rank textures
- convex relaxation
- globally optimal
- worst case
- matrix completion
- semidefinite program
- feature subset
- optimal solution