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Oct, 2017
高维统计中的加速块坐标近端梯度算法
Accelerated Block Coordinate Proximal Gradients with Applications in High Dimensional Statistics
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Tsz Kit Lau
TL;DR
本文探讨了非凸优化中加速近端梯度法及其变体的收敛性，并提出了一种新的变体利用自适应动量和块坐标更新来进一步改进广泛类别的非凸问题中的性能，在稀疏线性回归和正则化中表现出可证明的局部线性收敛性。
Abstract
nonconvex optimization
problems arise in different research fields and arouse lots of attention in signal processing, statistics and machine learning. In this work, we explore the
accelerated proximal gradient method
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