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stat.ML2023
A unified consensus-based parallel ADMM algorithm for high-dimensional regression with combined regularizations
Xiaofei Wu, Zhimin Zhang, Zhenyu Cui
The parallel alternating direction method of multipliers (ADMM) algorithm is widely recognized for its effectiveness in handling large-scale datasets stored in a distributed manner…
math.ST2023
Multi-block linearized alternating direction method for sparse fused Lasso modeling problems
Xiaofei Wu, Rongmei Liang, Zhimin Zhang +1
In many statistical modeling problems, such as classification and regression, it is common to encounter sparse and blocky coefficients. Sparse fused Lasso is specifically designed…
math.ST2023★ 1 cited
Partition-Insensitive Parallel ADMM Algorithm for High-dimensional Linear Models
Xiaofei Wu, Jiancheng Jiang, Zhimin Zhang
The parallel alternating direction method of multipliers (ADMM) algorithms have gained popularity in statistics and machine learning due to their efficient handling of large sample…