Safe screening tests for LASSO based on firmly non-expansiveness

This paper focusses on safe screening techniques for the LASSO problem. We derive a new sphere test, coined RFNE, exploiting the firmly non-expansiveness of projection operators. Our test generalizes some methods of the literature but, unlike the latter, exploits approximated primal-dual solutions o...

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Bibliographic Details
Published in2016 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) pp. 4732 - 4736
Main Authors Malti, A., Herzet, C.
Format Conference Proceeding Journal Article
LanguageEnglish
Published IEEE 01.03.2016
Subjects
Approximation
Conferences
Electrical engineering
Electronics
Indexes
Inverse problems
LASSO
Minimization
Projection
Screening
screening techniques
Simulation
Speech
State of the art
Writing
ℓ 1 -norm minimization
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Summary:This paper focusses on safe screening techniques for the LASSO problem. We derive a new sphere test, coined RFNE, exploiting the firmly non-expansiveness of projection operators. Our test generalizes some methods of the literature but, unlike the latter, exploits approximated primal-dual solutions of the LASSO problem while remaining safe and effective. Our simulation results show that the proposed RFNE test outperforms the best methodology of the state of the art, namely the GAP test derived by Fercoq et al.
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Conference-1
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SourceType-Conference Papers & Proceedings-2
ISSN:2379-190X
DOI:10.1109/ICASSP.2016.7472575