# Questions tagged [coordinate-descent]

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### 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 $f: \mathbb{R}^2 \longrightarrow \mathbb{R}$....
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### 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/~...
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 ...
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 vote
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 ...
1 vote
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 ...
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 ...
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 ...
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 ...