Faster Convex Lipschitz Regression via 2-block ADMM.
Ali SiahkamariDurmus Alp Emre AcarChristopher LiaoKelly GeyerVenkatesh SaligramaBrian KulisPublished in: CoRR (2021)
Keyphrases
- convex optimization
- alternating direction method of multipliers
- regression model
- total variation
- model selection
- piecewise linear
- regression algorithm
- convex hull
- support vector regression
- convex relaxation
- regression analysis
- augmented lagrangian method
- block size
- regression problems
- constrained minimization
- regression methods
- interior point methods
- regression method
- partial least squares
- support vector
- primal dual
- denoising