Experimental code for the paper "Greed Meets Sparsity: Understanding and Improving Coordinate Descent for Sparse Optimization".
See the jupyter notebook experiments.ipynb for reproducing some important experimental results, note that some experiments may take
quite a long time to run (more than 10 minutes) since we didn't fully
optimize the code for practical purpose.
@InProceedings{pmlr-v108-fang20a,
title = {Greed Meets Sparsity: Understanding and Improving Greedy Coordinate Descent for Sparse Optimization},
author = {Fang, Huang and Fan, Zhenan and Sun, Yifan and Friedlander, Michael},
pages = {434--444},
year = {2020},
volume = {108},
series = {Proceedings of Machine Learning Research},
address = {Online},
month = {26--28 Aug},
publisher = {PMLR},
pdf = {http://proceedings.mlr.press/v108/fang20a/fang20a.pdf},
url = {http://proceedings.mlr.press/v108/fang20a.html},
}
If you have any questions regarding the code, you can contact me by hgfang@cs.ubc.ca.