Group sparsity via linear-time projection
E. van den Berg, M. Schmidt, M. P. Friedlander, K. Murphy. Technical Report TR-2008-09, Department of Computer Science, University of British Columbia,
2008.
[abs]
[bib]
We present an efficient spectral projected-gradient algorithm for optimization subject to a group l1-norm constraint. Our approach is based on a novel linear-time algorithm for Euclidean projection onto the l1- and group l1-norm constraints. Numerical experiments on large data sets suggest that the proposed method is substantially more efficient and scalable than existing methods.
@article{Berg2008Group,
Author = {E. van den Berg and M. Schmidt and M. P. Friedlander and K. Murphy},
Year = {2008},
Month = {June},
Title = {Group sparsity via linear-time projection}
}