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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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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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 ...
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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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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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