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Parameter Estimation with the Ordered l(2) Regularization via an Alternating Direction Method of Multipliers

文献类型：期刊论文

作者Humayoo, Mahammad1,2; Cheng, Xueqi1,2
刊名APPLIED SCIENCES-BASEL
出版日期2019-10-01
卷号9期号:20页码:17
关键词ADMM big data feature selection optimization ridge regression ordered regularization elastic net
DOI10.3390/app9204291
英文摘要Regularization is a popular technique in machine learning for model estimation and for avoiding overfitting. Prior studies have found that modern ordered regularization can be more effective in handling highly correlated, high-dimensional data than traditional regularization. The reason stems from the fact that the ordered regularization can reject irrelevant variables and yield an accurate estimation of the parameters. How to scale up the ordered regularization problems when facing large-scale training data remains an unanswered question. This paper explores the problem of parameter estimation with the ordered l2-regularization via Alternating Direction Method of Multipliers (ADMM), called ADMM-Ol2. The advantages of ADMM-Ol2 include (i) scaling up the ordered l2 to a large-scale dataset, (ii) predicting parameters correctly by excluding irrelevant variables automatically, and (iii) having a fast convergence rate. Experimental results on both synthetic data and real data indicate that ADMM-Ol2 can perform better than or comparable to several state-of-the-art baselines.
资助项目National Key R&D Program of China[2016QY02D0405] ; 973 Program of China[2014CB340401] ; CAS-TWAS fellowship
WOS研究方向Chemistry ; Materials Science ; Physics
语种英语
WOS记录号WOS:000496269400094
出版者MDPI
源URL[http://119.78.100.204/handle/2XEOYT63/14853]  
专题中国科学院计算技术研究所期刊论文_英文
通讯作者Humayoo, Mahammad
作者单位1.Chinese Acad Sci, Inst Comp Technol, CAS Key Lab Network Data Sci & Technol, Beijing 100190, Peoples R China
2.Univ Chinese Acad Sci, Beijing 100190, Peoples R China
推荐引用方式
GB/T 7714		 Humayoo, Mahammad,Cheng, Xueqi. Parameter Estimation with the Ordered l(2) Regularization via an Alternating Direction Method of Multipliers[J]. APPLIED SCIENCES-BASEL,2019,9(20):17.
APA Humayoo, Mahammad,&Cheng, Xueqi.(2019).Parameter Estimation with the Ordered l(2) Regularization via an Alternating Direction Method of Multipliers.APPLIED SCIENCES-BASEL,9(20),17.
MLA Humayoo, Mahammad,et al."Parameter Estimation with the Ordered l(2) Regularization via an Alternating Direction Method of Multipliers".APPLIED SCIENCES-BASEL 9.20(2019):17.

入库方式： OAI收割

来源：计算技术研究所

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