2 papers
stat.ML2025
Sparse Polyak with optimal thresholding operators for high-dimensional M-estimation
Tianqi Qiao, Marie Maros
We propose and analyze a variant of Sparse Polyak for high dimensional M-estimation problems. Sparse Polyak proposes a novel adaptive step-size rule tailored to suitably estimate t…
math.OC2025
Sparse Polyak: an adaptive step size rule for high-dimensional M-estimation
Tianqi Qiao, Marie Maros
We propose and study Sparse Polyak, a variant of Polyak's adaptive step size, designed to solve high-dimensional statistical estimation problems where the problem dimension is allo…