# Questions tagged [coordinate-descent]

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### How to exploit existing closed-form update in stochastic coordinate descent?

I want to minimize a loss function $L(\Theta \mid X)$ given data $X = \{x_1,\dots,x_D\}$ where $D$ is large. The loss can be decomposed as: $L(\Theta \mid X) = \sum_{d=1}^D l(\Theta \mid x_d)$ where ...
33 views

### Proximal operator of Adaptive Elastic Net

I would like to learn how to find the proximal operator of the Adaptive Elastic Net, from DOI: 10.1214/08-AOS625 "ON THE ADAPTIVE ELASTIC-NET WITH A DIVERGING NUMBER OF PARAMETERS" by HUI ...
38 views

### 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 ...
661 views

### 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 ...
295 views

### 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 $f: \mathbb{R}^2 \longrightarrow \mathbb{R}$....
67 views

### 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 ...
97 views

### 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 ...