A Forward and Backward Stagewise Algorithm for Nonconvex Loss Functions with Adaptive Lasso

Keyphrases

• Adaptive Lasso 100%
• Non-convex Cost Function 100%
• Stage-wise 100%
• Lasso Problem 33%
• Rank Estimation 33%
• Stationary Point 16%
• Approximate Solution 16%
• Computational Algorithm 16%
• Second-order Derivative 16%
• Penalization 16%
• Effective Algorithm 16%
• Loss Function 16%
• High-dimensional Data 16%
• Binary Classification 16%
• Multidimensional Data 16%
• Lasso Penalty 16%
• High-dimensional Setting 16%
• 0-1 Loss 16%
• Convex Loss Function 16%
• Popular 16%

Mathematics

• Loss Function 100%
• Least Absolute Shrinkage and Selection Operator 100%
• Rank Estimation 33%
• Stationary Point 16%
• Binary Classification 16%
• Numerical Analysis 16%
• Second-Order Derivatives 16%
• Dimensional Data 16%
• Approximate Solution 16%
• Convex 16%