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Fast OSCAR and OWL Regression via Safe Screening Rules
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Add safe screening to APGD | APGD for OSCAR/OWL regression · When n ≪ d | computational gain: 4x to 8x | Helped |
| Add safe screening to SPGD | SPGD for OSCAR/OWL regression · When n ≪ d | computational gain: 5x to 22x | Helped |
| Add safe screening to SPGD | SPGD for OSCAR/OWL regression · Large-scale learning where n ≈ d or n ≫ d | computational gain: 4x to 40x | Helped |
| Add safe screening to APGD or SPGD | OWL regression · Duke Breast Cancer, Colon Cancer, Cardiac Left, Cardiac Right, IndoorLoc Longitude, and Slice Localization | RMSE: 0.6523 -> 0.6523; 0.9453 -> 0.9453; 0.4756 -> 0.4756; 0.5276 -> 0.5276; 0.5531 -> 0.5531; 0.6162 -> 0.6162 | No clear effect |
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