Parameter Estimation with the Ordered l(2) Regularization via an Alternating Direction Method of Multipliers

doi:10.3390/app9204291

	Parameter Estimation with the Ordered l(2) Regularization via an Alternating Direction Method of Multipliers
	Humayoo, Mahammad 1,2; Cheng, Xueqi 1,2
	2019-10-01
发表期刊	APPLIED SCIENCES-BASEL
卷号	9 期号:20 页码:17
摘要	Regularization is a popular technique in machine learning for model estimation and for avoiding overfitting. Prior studies have found that modern ordered regularization can be more effective in handling highly correlated, high-dimensional data than traditional regularization. The reason stems from the fact that the ordered regularization can reject irrelevant variables and yield an accurate estimation of the parameters. How to scale up the ordered regularization problems when facing large-scale training data remains an unanswered question. This paper explores the problem of parameter estimation with the ordered l2-regularization via Alternating Direction Method of Multipliers (ADMM), called ADMM-Ol2. The advantages of ADMM-Ol2 include (i) scaling up the ordered l2 to a large-scale dataset, (ii) predicting parameters correctly by excluding irrelevant variables automatically, and (iii) having a fast convergence rate. Experimental results on both synthetic data and real data indicate that ADMM-Ol2 can perform better than or comparable to several state-of-the-art baselines.
关键词	ADMM big data feature selection optimization ridge regression ordered regularization elastic net
DOI	10.3390/app9204291
收录类别	SCI
语种	英语
资助项目	National Key R&D Program of China[2016QY02D0405] ; 973 Program of China[2014CB340401] ; CAS-TWAS fellowship
WOS研究方向	Chemistry ; Materials Science ; Physics
WOS类目	Chemistry, Multidisciplinary ; Materials Science, Multidisciplinary ; Physics, Applied
WOS记录号	WOS:000496269400094
出版者	MDPI
引用统计	被引频次：1[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	http://119.78.100.204/handle/2XEOYT63/14854
专题	中国科学院计算技术研究所期刊论文_英文
通讯作者	Humayoo, Mahammad
作者单位	1.Chinese Acad Sci, Inst Comp Technol, CAS Key Lab Network Data Sci & Technol, Beijing 100190, Peoples R China 2.Univ Chinese Acad Sci, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Humayoo, Mahammad,Cheng, Xueqi. Parameter Estimation with the Ordered l(2) Regularization via an Alternating Direction Method of Multipliers[J]. APPLIED SCIENCES-BASEL,2019,9(20):17.
APA	Humayoo, Mahammad,&Cheng, Xueqi.(2019).Parameter Estimation with the Ordered l(2) Regularization via an Alternating Direction Method of Multipliers.APPLIED SCIENCES-BASEL,9(20),17.
MLA	Humayoo, Mahammad,et al."Parameter Estimation with the Ordered l(2) Regularization via an Alternating Direction Method of Multipliers".APPLIED SCIENCES-BASEL 9.20(2019):17.