BriefGPT.xyz
May, 2019
随机迭代硬阈值法用于基于图的稀疏优化
Stochastic Iterative Hard Thresholding for Graph-structured Sparsity Optimization
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Baojian Zhou, Feng Chen, Yiming Ying
TL;DR
本文介绍了一种基于随机梯度下降法的方法，用于解决图结构稀疏约束问题，并证明该算法具有与批量学习设置中相当竞争的线性收敛率。
Abstract
stochastic optimization algorithms
update models with cheap per-iteration costs sequentially, which makes them amenable for large-scale
data analysis
. Such algorithms have been widely studied for structured spars
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