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Research map / Learning theory and algorithms / Matrix and tensor methods

GAP Safe Screening Rules for Sparse-Group Lasso

NeurIPS 2016 · Learning theory and algorithms › Matrix and tensor methods · approach: Sparse regression with guarantees · 32 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use dynamic GAP Safe screening instead of the compared screening rulesISTA-BC for Sparse-Group Lasso · Synthetic dataset (ρ = 0.5, γ1 = 10, γ2 = 4, τ = 0.2)computation time: 212s -> 65sHelped
Use dynamic GAP Safe screening instead of the compared screening rulesISTA-BC for Sparse-Group Lasso · NCEP/NCAR Reanalysis 1speedup: up to a 5x speed upHelped

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