An ADMM Algorithm for a Generic $\ell_0$ Sparse Overlapping Group Lasso Problem

We present an alternating direction method of multipliers (ADMM) for a generic overlapping group lasso problem, where the groups can be overlapping in an arbitrary way. Meanwhile, we prove the lower bounds and upper bounds for both the $\ell_1$ sparse group lasso problem and the $\ell_0$ sparse grou...

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Bibliographic Details
Main Author Zhao, Youming
Format Journal Article
LanguageEnglish
Published 29.10.2023
Subjects
Mathematics - Statistics Theory
Statistics - Theory
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Summary:We present an alternating direction method of multipliers (ADMM) for a generic overlapping group lasso problem, where the groups can be overlapping in an arbitrary way. Meanwhile, we prove the lower bounds and upper bounds for both the $\ell_1$ sparse group lasso problem and the $\ell_0$ sparse group lasso problem. Also, we propose the algorithms for computing these bounds.
DOI:10.48550/arxiv.2310.19012