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 | Computer Science |
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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