GAITA: A Gauss–Seidel iterative thresholding algorithm for ℓq regularized least squares regression

Jinshan Zeng; Zhiming Peng; Shaobo Lin

doi:10.1016/j.cam.2017.01.010

GAITA: A Gauss–Seidel iterative thresholding algorithm for ℓ_q regularized least squares regression

Jinshan Zeng
, Zhiming Peng
, Shaobo Lin

Research output: Contribution to journal › Article › peer-review

6 Scopus citations

Abstract

This paper studies the ℓ_q(0<q<1) regularized least squares regression (ℓ_qLS) problem, which arises in many applications of signal processing and machine learning. The iterative thresholding algorithm is an important algorithm for solving the ℓ_qLS problem, and can be viewed as a Jacobi-type iterative method. This paper proposes a Gauss–Seidel version of iterative thresholding algorithm called GAITA for solving the ℓ_qLS problem.

Original language	English
Pages (from-to)	220-235
Number of pages	16
Journal	Journal of Computational and Applied Mathematics
Volume	319
DOIs	https://doi.org/10.1016/j.cam.2017.01.010
State	Published - 1 Aug 2017
Externally published	Yes

Keywords

Gauss–Seidel
Iterative thresholding algorithm
Jacobi
ℓ regularized least squares

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10.1016/j.cam.2017.01.010

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title = "GAITA: A Gauss–Seidel iterative thresholding algorithm for ℓq regularized least squares regression",

abstract = "This paper studies the ℓq(0qLS) problem, which arises in many applications of signal processing and machine learning. The iterative thresholding algorithm is an important algorithm for solving the ℓqLS problem, and can be viewed as a Jacobi-type iterative method. This paper proposes a Gauss–Seidel version of iterative thresholding algorithm called GAITA for solving the ℓqLS problem.",

keywords = "Gauss–Seidel, Iterative thresholding algorithm, Jacobi, ℓ regularized least squares",

author = "Jinshan Zeng and Zhiming Peng and Shaobo Lin",

note = "Publisher Copyright: {\textcopyright} 2017 Elsevier B.V.",

year = "2017",

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doi = "10.1016/j.cam.2017.01.010",

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T2 - A Gauss–Seidel iterative thresholding algorithm for ℓq regularized least squares regression

AU - Zeng, Jinshan

AU - Peng, Zhiming

AU - Lin, Shaobo

PY - 2017/8/1

Y1 - 2017/8/1

N2 - This paper studies the ℓq(0qLS) problem, which arises in many applications of signal processing and machine learning. The iterative thresholding algorithm is an important algorithm for solving the ℓqLS problem, and can be viewed as a Jacobi-type iterative method. This paper proposes a Gauss–Seidel version of iterative thresholding algorithm called GAITA for solving the ℓqLS problem.

AB - This paper studies the ℓq(0qLS) problem, which arises in many applications of signal processing and machine learning. The iterative thresholding algorithm is an important algorithm for solving the ℓqLS problem, and can be viewed as a Jacobi-type iterative method. This paper proposes a Gauss–Seidel version of iterative thresholding algorithm called GAITA for solving the ℓqLS problem.

KW - Gauss–Seidel

KW - Iterative thresholding algorithm

KW - Jacobi

KW - ℓ regularized least squares

UR - https://www.scopus.com/pages/publications/85012241947

U2 - 10.1016/j.cam.2017.01.010

DO - 10.1016/j.cam.2017.01.010

M3 - 文章

AN - SCOPUS:85012241947

SN - 0377-0427

VL - 319

SP - 220

EP - 235

JO - Journal of Computational and Applied Mathematics

JF - Journal of Computational and Applied Mathematics

ER -

GAITA: A Gauss–Seidel iterative thresholding algorithm for ℓ_q regularized least squares regression

Abstract

Keywords

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