Group Sparsity via Linear-Time Projection

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Authors EWOUT, Van Den, Harmen van den Berg, Mark W. Schmidt, Michael P. Friedlander, Kevin Murphy
Journal/Conference Name UBC Technical Report
Paper Category
Paper Abstract We present an efficient spectral projected-gradient algorithm for optimization subject to a group `1-norm constraint. Our approach is based on a novel linear-time algorithm for Euclidean projection onto the `1and group `1-norm constraints. Numerical experiments on large data sets suggest that the proposed method is substantially more efficient and scalable than existing methods.
Date of publication 2008
Code Programming Language MATLAB
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