Linearized alternating direction method of multipliers for sparse group and fused LASSO models

doi:10.1016/j.csda.2014.05.017

科研成果详情

题名	Linearized alternating direction method of multipliers for sparse group and fused LASSO models
作者	Li，Xinxin 1; Mo，Lili 2; Yuan，Xiaoming 1; Zhang，Jianzhong 2
发表日期	2014
发表期刊	Computational Statistics and Data Analysis
ISSN/eISSN	0167-9473
卷号	79 页码:203-221
摘要	The least absolute shrinkage and selection operator (LASSO) has been playing an important role in variable selection and dimensionality reduction for linear regression. In this paper we focus on two general LASSO models: Sparse Group LASSO and Fused LASSO, and apply the linearized alternating direction method of multipliers (LADMM for short) to solve them. The LADMM approach is shown to be a very simple and efficient approach to numerically solve these general LASSO models. We compare it with some benchmark approaches on both synthetic and real datasets. © 2014 Elsevier B.V. All rights reserved.
关键词	Alternating direction method of multipliers Convex optimization Least absolute shrinkage and selection operator Linear regression Variable selection
DOI	10.1016/j.csda.2014.05.017
URL	查看来源
语种	英语English
Scopus入藏号	2-s2.0-84903161800
引用统计	被引频次：43[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	https://repository.uic.edu.cn/handle/39GCC9TT/6521
专题	北师香港浸会大学
通讯作者	Yuan，Xiaoming
作者单位	1.Department of Mathematics, Hong Kong Baptist University,Kowloon Tong,Hong Kong 2.Division of Science and Technology, United International College,Zhuhai,China
推荐引用方式 GB/T 7714	Li，Xinxin,Mo，Lili,Yuan，Xiaominget al. Linearized alternating direction method of multipliers for sparse group and fused LASSO models[J]. Computational Statistics and Data Analysis, 2014, 79: 203-221.
APA	Li，Xinxin, Mo，Lili, Yuan，Xiaoming, & Zhang，Jianzhong. (2014). Linearized alternating direction method of multipliers for sparse group and fused LASSO models. Computational Statistics and Data Analysis, 79, 203-221.
MLA	Li，Xinxin,et al."Linearized alternating direction method of multipliers for sparse group and fused LASSO models". Computational Statistics and Data Analysis 79(2014): 203-221.