# Questions tagged [coordinate-descent]

The tag has no usage guidance.

11 questions
Filter by
Sorted by
Tagged with
2 votes
1 answer
277 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 $f: \mathbb{R}^2 \longrightarrow \mathbb{R}$....
• 135
2 votes
1 answer
2k views

### 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/~...
2 votes
1 answer
601 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 ...
• 3,070
2 votes
0 answers
27 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 ...
• 1,502
1 vote
0 answers
15 views

### 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 ...
• 111
1 vote
0 answers
120 views

### 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 ...
• 1,460
0 votes
1 answer
83 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 ...
0 votes
0 answers
14 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 ...
• 35
0 votes
0 answers
20 views

### 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 ...
• 13
0 votes
0 answers
57 views

### 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 ...
• 68
0 votes
0 answers
58 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 ...