Doubly Greedy Primal-Dual Coordinate Descent for Sparse Empirical Risk Minimization

Qi Lei, Ian En-Hsu Yen, Chao-Yuan Wu, Inderjit S. Dhillon, Pradeep Ravikumar. Doubly Greedy Primal-Dual Coordinate Descent for Sparse Empirical Risk Minimization. In Doina Precup, Yee Whye Teh, editors, Proceedings of the 34th International Conference on Machine Learning, ICML 2017, Sydney, NSW, Australia, 6-11 August 2017. Volume 70 of JMLR Workshop and Conference Proceedings, pages 2034-2042, JMLR.org, 2017. [doi]

Abstract

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