Reviews: Parametric Simplex Method for Sparse Learning
–Neural Information Processing Systems
This paper extends simplex algorithm to several sparse learning problem with regularization parameter. The proposed method can collect all the solutions (corresponding to different values of the regularization parameter) in the process of simplex algorithm. It is an efficient way to get the sparse solution path and avoid tuning the regularization parameter. The connection between path Dantzig selector formulation and sensitivity analysis looks interesting to me. Major comments: - The method used in this paper seems closely related to the sensitivity analysis of LP.
Neural Information Processing Systems
Oct-8-2024, 13:47:11 GMT
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