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

doi:10.1016/j.csda.2014.05.017

Details of Research Outputs

Title	Linearized alternating direction method of multipliers for sparse group and fused LASSO models
Creator	Li，Xinxin 1; Mo，Lili 2; Yuan，Xiaoming 1; Zhang，Jianzhong 2
Date Issued	2014
Source Publication	Computational Statistics and Data Analysis
ISSN	0167-9473
Volume	79 Pages:203-221
Abstract	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.
Keyword	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	View source
Language	英语English
Scopus ID	2-s2.0-84903161800
Citation statistics	Cited Times:43[WOS] [WOS Record] [Related Records in WOS]
Document Type	Journal article
Identifier	http://repository.uic.edu.cn/handle/39GCC9TT/6521
Collection	Beijing Normal-Hong Kong Baptist University
Corresponding Author	Yuan，Xiaoming
Affiliation	1.Department of Mathematics, Hong Kong Baptist University,Kowloon Tong,Hong Kong 2.Division of Science and Technology, United International College,Zhuhai,China
Recommended Citation 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.

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