Corpus ID: 148571643

Stochastic Iterative Hard Thresholding for Graph-structured Sparsity Optimization

@inproceedings{Zhou2019StochasticIH,
  title={Stochastic Iterative Hard Thresholding for Graph-structured Sparsity Optimization},
  author={Baojian Zhou and Feng Chen and Yiming Ying},
  booktitle={ICML},
  year={2019}
}
  • Baojian Zhou, Feng Chen, Yiming Ying
  • Published in ICML 2019
  • Mathematics, Computer Science
  • Stochastic optimization algorithms update models with cheap per-iteration costs sequentially, which makes them amenable for large-scale data analysis. Such algorithms have been widely studied for structured sparse models where the sparsity information is very specific, e.g., convex sparsity-inducing norms or $\ell^0$-norm. However, these norms cannot be directly applied to the problem of complex (non-convex) graph-structured sparsity models, which have important application in disease outbreak… CONTINUE READING

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