Research map / Learning theory and algorithms / Combinatorial and search optimization
Safe screening rules for L0-regression from Perspective Relaxations
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| add safe screening rules (CARD) as preprocessing to CPLEX | CPLEX on synthetic CARD instances · Synthetic n=1000 | % instances solved within 10 min: 14% to 75% | Helped |
| add safe screening rules (CARD) as preprocessing to CPLEX | CPLEX on real data instances · Real data (150 instances, 1 hour) | % instances solved within time limit: 55% to 87% | Helped |
| add safe screening rules (CARD) as preprocessing | CPLEX on synthetic instances solved by both · Synthetic n=1000 | speedup: 60x speedup | Helped |
| add safe screening rules (CARD) as preprocessing | CPLEX on real data instances solved by both · Real data | speedup: 360x speedup | Helped |
| increase gamma (stronger l2 regularization) | screening rules · Synthetic n=1000 | number of variables fixed | Helped |
| decrease k (stronger l0 regularization) | screening rules · Synthetic n=1000 | number of variables fixed | Helped |
| increase gamma beyond 25*gamma0 on real data | screening rules · Real data | proportion of variables fixed | Hurt |
| add safe screening rules to CPLEX on Diabetes instances with few variables fixed (ablation) | CPLEX on Diabetes · Diabetes, k=30, gamma=gamma0 | solve time (s): exceeds 1hr limit to 12 s | Helped |
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