Questions tagged [coordinate-descent]
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Coordinate Descent Alternating between LASSO and Ridge
Is there a way to do Coordinate descent but depending on the variable change the method applied to find the coefficient?
For example, apply a LASSO constraint to a predefined 3 variables and Ridge to ...
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Correlation of location to specific numerical values [closed]
I'm trying to calculate the correlation of specific locations (I have latitude and longitude data)
to specific numerical values I have. Does anyone know any particular methods to do this? I have ...
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What variables do I use for this shooting algorithm?
Is theta_j just the jth element of theta_head_k in 3.23?
after the kth iteration of the whole algorithm (algorithm 5) i get the ...
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What is the main idea behind Coordinate descent for LS and lasso ()?
I understand the math behind the coordinate descent Algorithm for LS and lasso. my question is related to CD plus Karush-Kuhn-Tucker (KKT) Conditions. So,
from Coordinate descent soft-thresholding ...
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Is this "stochastic gradient method" different from the stochastic gradient descent algorithm?
In a computational statistics book, I found an optimization method to find local minimum of a function.
Let's assume that we have a differentiable function $f: \mathbb{R}^2 \longrightarrow \mathbb{R}$....
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Expected value of log(gamma function(Dirichlet variable))
The following problem emerges from coordinate ascent variational inference in a mixture model with Dirichlet-Multinomial components. I want to compute the expectation of the log likelihood. Since my ...
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Informative censoring in Regularized Cox proportional hazard model
I am studying Cox proportional hazard models, and in particular Regularization Paths for Cox's Proportional Hazards Model via Coordinate Descent, by Tibshirani, Hastie and Friedman.
I would like to ...
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Intuition behind the coordinate descent convergence
I am looking at the page 6 of the slides about Coordinate Descent of Geoff Gordon and Ryan Tibshirani at the Carnegie Mellon University.
They are dealing with the the Coordinate Descent algorithm ...
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Coordinate Descent for the Binary Logistic Regression
I am studying Binary Logistic Regression (BLR) with the LASSO penalty and am trying to solve my objective function using the coordinate descent as discussed in the paper by https://web.stanford.edu/~...
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Fastest algorithm to solve quantile regression with single predictor and no intercept
I was wondering what would be the most efficient algorithm to solve quantile regression with a single predictor and no intercept?
I tried a Brent line search, but unfortunately that's no faster than ...
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