Category:Misc Solvers

From SparseSolver

Revision as of 17:14, 19 November 2011 by Stephen (Talk | contribs)
Jump to: navigation, search

These solvers do not fit into other categories, or else they are waiting to be categorized.

Contents

IHT

The simplest algorithm is iterative hard-thresholding (IHT)[1] which directly tries to solve the best subset selection problem. It has been analyzed and can provide some recovery guarantees. Thomas Blumensath has a collection of greedy and hard thresholding algorithms (GreedLab and HardLab).

ALPS is an accelerated variant of IHT, and CLASH is a variant that also includes l1 norm constraints and has some provable recovery guarantees.

Smoothing l0 quasi-norm

The SL0 method attempts to smooth the l0 quasi-norm and thus approximately solve the best subset selection problem.

Coordinate Descent

A coordinate descent algorithm for l1 functions is proposed in [2]

Special Applications

MRI

Uncategorized

References

  1. T. Blumensath, M. E. Davies, Iterative hard thresholding for compressed sensing, Harm. Anal. 27 (2009), no. 3, 265--274. arXiv:0805.0510
  2. J. Friedman, T. Hastie, and R. Tibshirani, Regularization paths for generalized linear models via coordinate descent, J. Stat. Software 33 (2010), no. 1.

Pages in category "Misc Solvers"

The following 4 pages are in this category, out of 4 total.

A

C

G

I

Personal tools
Namespaces
Variants
Actions
Navigation
Solvers
Toolbox