157 citations · 227 across the 19 of their papers we have counts for
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stat.CO2020
Sparse Regression at Scale: Branch-and-Bound rooted in First-Order Optimization
Hussein Hazimeh, Rahul Mazumder, Ali Saab
We consider the least squares regression problem, penalized with a combination of the and squared penalty functions (a.k.a. regularization). R…
stat.CO2018★ 8 cited
Fast Best Subset Selection: Coordinate Descent and Local Combinatorial Optimization Algorithms
Hussein Hazimeh, Rahul Mazumder
The -regularized least squares problem (a.k.a. best subsets) is central to sparse statistical learning and has attracted significant attention across the wider statistics, mac…