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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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 ...
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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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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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