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stat.CO2010★ 11 cited
A coordinate-wise optimization algorithm for the Fused Lasso
Holger Höfling, Harald Binder, Martin Schumacher
L1 -penalized regression methods such as the Lasso (Tibshirani 1996) that achieve both variable selection and shrinkage have been very popular. An extension of this method is the F…
stat.CO2007★ 1.9k cited
Pathwise coordinate optimization
Jerome Friedman, Trevor Hastie, Holger Höfling +1
We consider ``one-at-a-time'' coordinate-wise descent algorithms for a class of convex optimization problems. An algorithm of this kind has been proposed for the -penalized re…