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Preconditioning to Comply with the Irrepresentable Conditio
Preconditioning Lasso Sign consistency
2016/1/25
Preconditioning is a technique from numerical linear algebra that can accelerate algorithms to solve systems of equations. In this pa-per, we demonstrate how preconditioning can circumvent a stringent...
Preconditioning to Comply with the Irrepresentable Condition
Preconditioning Lasso Sign consistency
2016/1/20
Preconditioning is a technique from numerical linear algebra that can accelerate algorithms to solve systems of equations. In this pa-per, we demonstrate how preconditioning can circumvent a stringent...
First order optimization methods often perform poorly on ill-conditioned optimization problems. However, by preconditioning the problem data and solving the preconditioned problem, the performance of ...