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CORR
2011
Springer
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13 years 2 months ago
Parallel Coordinate Descent for L1-Regularized Loss Minimization
We propose Shotgun, a parallel coordinate descent algorithm for minimizing L1regularized losses. Though coordinate descent seems inherently sequential, we prove convergence bounds...
Joseph K. Bradley, Aapo Kyrola, Danny Bickson, Car...
ICML
2009
IEEE
14 years 11 months ago
Blockwise coordinate descent procedures for the multi-task lasso, with applications to neural semantic basis discovery
We develop a cyclical blockwise coordinate descent algorithm for the multi-task Lasso that efficiently solves problems with thousands of features and tasks. The main result shows ...
Han Liu, Mark Palatucci, Jian Zhang