CORR
2011
Springer
12 years 8 months ago
2011
Springer
We propose Shotgun, a parallel coordinate descent algorithm for minimizing L1regularized losses. Though coordinate descent seems inherently sequential, we prove convergence bounds...
ICML
2009
IEEE
14 years 5 months ago
2009
IEEE
We develop a cyclical blockwise coordinate descent algorithm for the multi-task Lasso that efficiently solves problems with thousands of features and tasks. The main result shows ...