A General Greedy Approximation Algorithm with Applications

Greedy approximation algorithms have been frequently used to obtain sparse solutions to learning problems. In this paper, we present a general greedy algorithm for solving a class of convex optimization problems. We derive a bound on the rate of approximation for this algorithm, and show that our algorithm includes a number of earlier studies as special cases.

• Type: Conference
• Year: 2001
• Where: NIPS
• Authors: T. Zhang
• Keywords: Convex Optimization Problems, General Greedy Algorithm, Greedy Approximation Algorithms, NIPS 2001, NIPS 2007