Chengyu Ke

A Generalized Formulation for Group Selection via ADMM

  • Chengyu Ke
  • Sunyoung Shin
  • Yifei Lou
  • Miju Ahn
    • Categories Nonlinear Optimization Tags , , ,

    This paper studies a statistical learning model where the model coefficients have a pre-determined non-overlapping group sparsity structure. We consider a combination of a loss function and a regularizer to recover the desired group sparsity patterns, which can embrace many existing works. We analyze the stationary solution of the proposed formulation, obtaining a sufficient condition … Read more

    Iteratively Reweighted Group Lasso based on Log-composite Regularization

  • Miju Ahn
  • Chengyu Ke
  • Yifei Lou
  • Sunyoung Shin
    • Categories Nonlinear Optimization Tags , , , ,

    This paper addresses supervised learning problems with structured sparsity, where subsets of model coefficients form distinct groups. We introduce a novel log-composite regularizer in a bi-criteria optimization problem together with a loss (e.g., least squares) in order to reconstruct the desired group sparsity structure. We develop an iteratively reweighted algorithm that solves the group LASSO … Read more