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Truncated L-1 Regularized Linear Regression: Theory and Algorithm

Dai, MW; Dai, SY; Huang, JJ; Kang, LC; Lu, XL

Lu, XL (corresponding author), Wuhan Univ, Sch Math & Stat, Wuhan, Peoples R China.; Lu, XL (corresponding author), Wuhan Univ, Hubei Key Lab Computat Sci, Wuhan, Peoples R China.

COMMUNICATIONS IN COMPUTATIONAL PHYSICS, 2021; 30 (1): 190

Abstract

Truncated L-1 regularization proposed by Fan in [5], is an approximation to the L0 regularization in high-dimensional sparse models. In this work, we ......

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