Fast best subset selection : coordinate descent and local combinatorial optimization algorithms
Year of publication: |
2020
|
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Authors: | Hazimeh, Hussein ; Mazumder, Rahul |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 68.2020, 5, p. 1517-1537
|
Subject: | interpretable machine learning | sparsity | Lasso | high-dimensional statistics | mixed integer programming | coordinate descent | large-scale computation | Künstliche Intelligenz | Artificial intelligence | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Ganzzahlige Optimierung | Integer programming | Algorithmus | Algorithm | Scheduling-Verfahren | Scheduling problem |
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