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stat.ML2024
Minimax and Communication-Efficient Distributed Best Subset Selection with Oracle Property
Jingguo Lan, Hongmei Lin, Xueqin Wang
The explosion of large-scale data in fields such as finance, e-commerce, and social media has outstripped the processing capabilities of single-machine systems, driving the need fo…
stat.ML2024
Sparsity-Constraint Optimization via Splicing Iteration
Jin Zhu, Junxian Zhu, Zezhi Wang +3
Sparsity-constrained optimization underlies many problems in signal processing, statistics, and machine learning. State-of-the-art hard-thresholding (HT) algorithms rely on an appr…
stat.ML2024
skscope: Fast Sparsity-Constrained Optimization in Python
Zezhi Wang, Jin Zhu, Peng Chen +5
Applying iterative solvers on sparsity-constrained optimization (SCO) requires tedious mathematical deduction and careful programming/debugging that hinders these solvers' broad im…