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

Fast Sparse Group Lasso

NeurIPS 2019 · Learning theory and algorithms › Matrix and tensor methods · approach: Sparse regression with guarantees · 15 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
use upper-bound skipping and candidate group set in BCDBlock Coordinate Descent for Sparse Group Lasso · pyrimnumber of computations for Eq. (4): 7.667×107 -> 7.523 × 106Helped
use upper-bound skipping and candidate group set in BCDBlock Coordinate Descent for Sparse Group Lasso · six LIBSVM datasetsprocessing time: up to 97% reductionHelped
use upper-bound skipping and candidate group set in BCDBlock Coordinate Descent for Sparse Group Lasso · abaloneprediction error: 2.232 -> 2.232No clear effect
use fast BCD instead of GAP Safe / dynamic GAP Safe screeningSparse Group Lasso solvers · six datasets, alpha in 0.2-0.8processing timeHelped

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