regularized regression

Parallel Block Coordinate Minimization with Application to Group Regularized Regression

  • Giuseppe Calafiore
    • Categories Convex and Nonsmooth Optimization Tags , , , , , ,

    This paper proposes a method for parallel block coordinate-wise minimization for convex functions. Each iteration involves a first phase where n independent minimizations are performed over the n variable blocks, followed by a phase where the results of the first phase are coordinated to obtain the whole variable update. Convergence of the method to the … Read more

    A Sparsity Preserving Stochastic Gradient Method for Composite Optimization

  • Xi Chen
  • Qihang Lin
  • Javier F. Peña
    • Categories Convex Optimization Tags , ,

    We propose new stochastic gradient algorithms for solving convex composite optimization problems. In each iteration, our algorithms utilize a stochastic oracle of the gradient of the smooth component in the objective function. Our algorithms are based on a stochastic version of the estimate sequence technique introduced by Nesterov (Introductory Lectures on Convex Optimization: A Basic … Read more