An ADMM Algorithm for a Generic $\ell_0$ Sparse Overlapping Group Lasso Problem
Statistics Theory
2023-10-31 v1 Statistics Theory
Abstract
We present an alternating direction method of multipliers (ADMM) for a generic overlapping group lasso problem, where the groups can be overlapping in an arbitrary way. Meanwhile, we prove the lower bounds and upper bounds for both the sparse group lasso problem and the sparse group lasso problem. Also, we propose the algorithms for computing these bounds.
Cite
@article{arxiv.2310.19012,
title = {An ADMM Algorithm for a Generic $\ell_0$ Sparse Overlapping Group Lasso Problem},
author = {Youming Zhao},
journal= {arXiv preprint arXiv:2310.19012},
year = {2023}
}
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10 pages