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 ...
Tylerr's user avatar
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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 ...
SupBro's user avatar
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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 ...
mexx's user avatar
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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 ...
Rylan Schaeffer's user avatar