1. Optimization with Sparsity-Inducing Penalties
- Author
-
Bach, Francis, Jenatton, Rodolphe, Mairal, Julien, Obozinski, Guillaume, Bach, Francis, Jenatton, Rodolphe, Mairal, Julien, and Obozinski, Guillaume
- Subjects
- Spatial analysis (Statistics), Computer algorithms, Mathematical optimization, Algorithms
- Abstract
Optimization with Sparsity-Inducing Penalties presents optimization tools and techniques dedicated to such sparsity-inducing penalties from a general perspective. It covers proximal methods, block-coordinate descent, reweighted?2-penalized techniques, working-set and homotopy methods, as well as non-convex formulations and extensions, and provides an extensive set of experiments to compare various algorithms from a computational point of view.
- Published
- 2012