no code implementations • 25 Dec 2017 • Luis M. Briceno-Arias, Giovanni Chierchia, Emilie Chouzenoux, Jean-Christophe Pesquet
In this paper, we propose a new optimization algorithm for sparse logistic regression based on a stochastic version of the Douglas-Rachford splitting method.
no code implementations • 28 Oct 2013 • Salvador Flores, Luis M. Briceno-Arias
We study the robustness properties of $\ell_1$ norm minimization for the classical linear regression problem with a given design matrix and contamination restricted to the dependent variable.