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The Ethereal
Joint Screening Tests for LASSO
October 26, 2017 ยท Declared Dead ยท ๐ IEEE International Conference on Acoustics, Speech, and Signal Processing
"No code URL or promise found in abstract"
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Authors
C. Herzet, A. Drรฉmeau
arXiv ID
1710.09809
Category
cs.LG: Machine Learning
Cross-listed
stat.ML
Citations
9
Venue
IEEE International Conference on Acoustics, Speech, and Signal Processing
Last Checked
4 months ago
Abstract
This paper focusses on "safe" screening techniques for the LASSO problem. Motivated by the need for low-complexity algorithms, we propose a new approach, dubbed "joint" screening test, allowing to screen a set of atoms by carrying out one single test. The approach is particularized to two different sets of atoms, respectively expressed as sphere and dome regions. After presenting the mathematical derivations of the tests, we elaborate on their relative effectiveness and discuss the practical use of such procedures.
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