Relaxed sparse eigenvalue conditions for sparse estimation via non-convex regularized regression

作者:

Highlights:

• We give new weaker conditions for sparse estimation with non-convex regularizers.

• Our regularizers are general, including many existing non-convex regularizers.

• Our estimation conditions are applicable even when the solutions is suboptimal.

• The desired suboptimal solutions can be obtained by coordinate descent.

摘要

Highlights•We give new weaker conditions for sparse estimation with non-convex regularizers.•Our regularizers are general, including many existing non-convex regularizers.•Our estimation conditions are applicable even when the solutions is suboptimal.•The desired suboptimal solutions can be obtained by coordinate descent.

论文关键词:Sparse estimation,Non-convex regularization,Sparse eigenvalue,Coordinate descent

论文评审过程:Received 30 June 2013, Revised 23 January 2014, Accepted 19 June 2014, Available online 30 June 2014.

论文官网地址:https://doi.org/10.1016/j.patcog.2014.06.018