Ryan Tibshirani
Found 3 free book(s)
Proximal Gradient Descent - CMU Statistics
www.stat.cmu.eduProximal Gradient Descent (and Acceleration) Ryan Tibshirani Convex Optimization 10-725
Gradient Descent - CMU Statistics
stat.cmu.eduRyan Tibshirani Convex Optimization 10-725. Last time: canonical convex programs Linear program (LP): takes the form min x cTx subject to Dx d Ax= b Quadratic program (QP): like LP, but with quadratic criterion Semide nite program (SDP): like LP, but with matrices Conic program: the most general form of all
Regression shrinkage and selection via the lasso: a ...
statweb.stanford.edu276 R.Tibshirani with x+ indicating the positive part, x+ =x·1.x>0/.This is a convex problem, with βˆ i =yi at λ=0 and culminating in the usual isotonic regression as λ→∞.Along the way it gives nearly monotone approximations. .βi −β i+1/+ is ‘half’ of an l1-penalty on differences, penalizing dips but not increases in the sequence. This procedure allows us to assess the ...