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Safe screening tests for lasso based on firmly non-expansiveness
- Source :
- [Research Report] INRIA. 2015, ICASSP, IEEE International conference on acoustics, speech and signal processing (ICASSP’16), IEEE International conference on acoustics, speech and signal processing (ICASSP’16), Mar 2016, Shanghai, China
- Publication Year :
- 2015
- Publisher :
- HAL CCSD, 2015.
-
Abstract
- International audience; This paper focusses on safe screening techniques for the LASSO problem. We derive a new sphere test, coined RFNE, exploiting the firmly non-expansiveness of projection operators. Our test generalizes some methods of the literature but, unlike the latter, exploits approximated primal-dual solutions of the LASSO problem while remaining safe and effective. Our simulation results show that the proposed RFNE test out-performs the best methodology of the state of the art, namely the GAP test derived by Fercoq et al.
- Subjects :
- [ MATH.MATH-OC ] Mathematics [math]/Optimization and Control [math.OC]
Screening techniques
Mathematical optimization
[ INFO.INFO-TS ] Computer Science [cs]/Signal and Image Processing
Screening test
[INFO.INFO-TS] Computer Science [cs]/Signal and Image Processing
L1 norm minimization
[MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC]
020206 networking & telecommunications
02 engineering and technology
State (functional analysis)
LASSO
l1-norm minimization
[INFO.INFO-TS]Computer Science [cs]/Signal and Image Processing
Lasso (statistics)
0202 electrical engineering, electronic engineering, information engineering
020201 artificial intelligence & image processing
screening techniques
[MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC]
Projection (set theory)
[SPI.SIGNAL]Engineering Sciences [physics]/Signal and Image processing
Mathematics
Subjects
Details
- Language :
- English
- Database :
- OpenAIRE
- Journal :
- [Research Report] INRIA. 2015, ICASSP, IEEE International conference on acoustics, speech and signal processing (ICASSP’16), IEEE International conference on acoustics, speech and signal processing (ICASSP’16), Mar 2016, Shanghai, China
- Accession number :
- edsair.doi.dedup.....5516365d79dc5fde11462e9c8936ac16