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A improve direct path seeking algorithm for L 1/2 regularization, with application to biological feature selection

  • Cheng Liu
  • , Yong Liang
  • , Xin Ze Luan
  • , Kwong Sak Leung
  • , Tak Ming Chan
  • , Zong Ben Xu
  • , Hai Zhang
  • Macau University of Science and Technology
  • Chinese University of Hong Kong
  • Xi'an Jiaotong University

科研成果: 书/报告/会议事项章节会议稿件同行评审

1 引用 (Scopus)

摘要

The special importance of L1/2 regularization has been recognized in recent studies on sparsity problems, particularly, on feature selection. The L1/2 regularization is nonconvex optimization problem, it is difficult in general to has a efficient algorithm to solutions. The direct path seeking method can produce solutions that closely approximate those for any convex loss function and nonconvex constraints. The improve path seeking methods provide us an effect way to solve the problem of L1/2 regularization with nonconvex penalty. In this paper, we investigate a improve direct path seeking algorithm to solve the L1/2 regularization. This method adopts initial ordinary regression coefficients as warm start for first step increment, it is significantly faster than ordinary path seeking algorithm. We demonstrate its performance of feature selection on several simulated and real data sets.

源语言英语
主期刊名Proceedings - 2012 International Conference on Biomedical Engineering and Biotechnology, iCBEB 2012
8-11
页数4
DOI
出版状态已出版 - 2012
活动2012 International Conference on Biomedical Engineering and Biotechnology, iCBEB 2012 - Macau, 中国
期限: 28 5月 201230 5月 2012

丛书

姓名Proceedings - 2012 International Conference on Biomedical Engineering and Biotechnology, iCBEB 2012

会议

会议2012 International Conference on Biomedical Engineering and Biotechnology, iCBEB 2012
国家/地区中国
Macau
时期28/05/1230/05/12

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