April 24, 2023, 12:44 a.m. | Jian Huang, Yuling Jiao, Lican Kang, Jin Liu, Yanyan Liu, Xiliang Lu, Yuanyuan Yang

stat.ML updates on arXiv.org arxiv.org

Screening and working set techniques are important approaches to reducing the
size of an optimization problem. They have been widely used in accelerating
first-order methods for solving large-scale sparse learning problems. In this
paper, we develop a new screening method called Newton screening (NS) which is
a generalized Newton method with a built-in screening mechanism. We derive an
equivalent KKT system for the Lasso and utilize a generalized Newton method to
solve the KKT equations. Based on this KKT system, …

arxiv generalized lasso optimization paper scale screening set small

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