2 papers
cs.LG2023
Gradient-based bilevel optimization for multi-penalty Ridge regression through matrix differential calculus
Gabriele Maroni, Loris Cannelli, Dario Piga
Common regularization algorithms for linear regression, such as LASSO and Ridge regression, rely on a regularization hyperparameter that balances the tradeoff between minimizing th…
math.OC2020
Asynchronous Optimization over Graphs: Linear Convergence under Error Bound Conditions
Loris Cannelli, Francisco Facchinei, Gesualdo Scutari +1
We consider convex and nonconvex constrained optimization with a partially separable objective function: agents minimize the sum of local objective functions, each of which is know…