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]

@inproceedings{LeiYWDR17,
  title = {Doubly Greedy Primal-Dual Coordinate Descent for Sparse Empirical Risk Minimization},
  author = {Qi Lei and Ian En-Hsu Yen and Chao-Yuan Wu and Inderjit S. Dhillon and Pradeep Ravikumar},
  year = {2017},
  url = {http://proceedings.mlr.press/v70/lei17b.html},
  researchr = {https://researchr.org/publication/LeiYWDR17},
  cites = {0},
  citedby = {0},
  pages = {2034-2042},
  booktitle = {Proceedings of the 34th International Conference on Machine Learning, ICML 2017, Sydney, NSW, Australia, 6-11 August 2017},
  editor = {Doina Precup and Yee Whye Teh},
  volume = {70},
  series = {JMLR Workshop and Conference Proceedings},
  publisher = {JMLR.org},
}