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proximal gradient algorithm

8 papers

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Also known as

PGA

Co-occurring keywords · papers mentioning both

proximal gradient (3) sparse optimization (2) high-dimensional regression (2) multivariate regression (2) brain activity prediction (2) optimal transport (2) convex analysis (1) regularizer approximation (1) proximal average (1) regularization calibration (1)

Papers

A Globally Optimal Portfolio for m-Sparse Sharpe Ratio Maximization NeurIPS 2024 Efficient Optimal Transport Algorithm by Accelerated Gradient Descent AAAI 2022 Fast Algorithms for Sparse Reduced-Rank Regression AISTATS 2019 Scalable Gromov-Wasserstein Learning for Graph Partitioning and Matching NeurIPS 2019 On Convergence of Model Parallel Proximal Gradient Algorithm for Stale Synchronous Parallel System AISTATS 2016 Calibrated Multivariate Regression with Application to Neural Semantic Basis Discovery JMLR 2015 Multivariate Regression with Calibration NeurIPS 2014 Better Approximation and Faster Algorithm Using the Proximal Average NeurIPS 2013