86 citations · 685 across the 45 of their papers we have counts for
4 papers · 1 filter
Gap Safe screening rules for sparsity enforcing penalties
Eugene Ndiaye, Olivier Fercoq, Alexandre Gramfort +1
In high dimensional regression settings, sparsity enforcing penalties have proved useful to regularize the data-fitting term. A recently introduced technique called screening rules…
Restarting accelerated gradient methods with a rough strong convexity estimate
Olivier Fercoq, Zheng Qu
We propose new restarting strategies for accelerated gradient and accelerated coordinate descent methods. Our main contribution is to show that the restarted method has a geometric…
Efficient Smoothed Concomitant Lasso Estimation for High Dimensional Regression
Eugene Ndiaye, Olivier Fercoq, Alexandre Gramfort +2
In high dimensional settings, sparse structures are crucial for efficiency, both in term of memory, computation and performance. It is customary to consider penalty to enf…
GAP Safe Screening Rules for Sparse-Group-Lasso
Eugene Ndiaye, Olivier Fercoq, Alexandre Gramfort +1
In high dimensional settings, sparse structures are crucial for efficiency, either in term of memory, computation or performance. In some contexts, it is natural to handle more ref…