Optimization Methods for L1-Regularization
By: Researcher II
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| Authors | Mark Schmidt, Glenn Fung, Romer Rosaless |
| Journal/Conference Name | UBC Technical Report, |
| Paper Category | Electronic Engineering |
| Paper Abstract | In this paper we review and compare state-of-the-art optimization techniques for solving the problem of minimizing a twice-differentiable loss function subject to `1-regularization. The first part of this work outlines a variety of the approaches that are available to solve this type of problem, highlighting some of their strengths and weaknesses. In the second part, we present numerical results comparing 14 optimization strategies under various scenarios. |
| Date of publication | 2009 |
| Code Programming Language | MATLAB |
| Comment |
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