most citedBeyond GAP screening for Lasso by exploiting new dual cutting half-spaces with supplementary material

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cs.LG2022★ 1 cited

Beyond GAP screening for Lasso by exploiting new dual cutting half-spaces with supplementary material

Thu-Le Tran, Clément Elvira, Hong-Phuong Dang +1

In this paper, we propose a novel safe screening test for Lasso. Our procedure is based on a safe region with a dome geometry and exploits a canonical representation of the set of…