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| Properties and Iterative Methods for the Lassoand Its Variants? |
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Citation： |
Hong-Kun XU.Properties and Iterative Methods for the Lassoand Its Variants?[J].Chinese Annals of Mathematics B,2014,35(3):501~518 |
| Page view： 3194
Net amount： 2472 |
Authors： |
Hong-Kun XU; |
Foundation： |
NSC 102-2115-M-110-001-MY3. |
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| Abstract： |
The lasso of Tibshirani (1996) is a least-squares problem regularized by the
1 norm. Due to the sparseness promoting property of the 1 norm, the lasso has been
received much attention in recent years. In this paper some basic properties of the lasso
and two variants of it are exploited. Moreover, the proximal method and its variants such
as the relaxed proximal algorithm and a dual method for solving the lasso by iterative
algorithms are presented. |
Keywords： |
Lasso, Elastic net, Smooth-lasso, 1 regularization, Sparsity, Proximalmethod, Dual method, Projection, Thresholding |
Classification： |
47J06, 47J25, 49J40, 49N45, 65J20, 65J22 |
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