Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: ADMM Algorithmic Regularization Paths for Sparse Statistical Machine
  Learning   Optimization approaches based on operator splitting are becoming popular for
solving sparsity regularized statistical machine learning models. While many
have proposed fast algorithms to solve these problems for a single
regularization parameter, conspicuously less attention has been given to
computing regularization paths, or solving the optimization problems over the
full range of regularization parameters to obtain a sequence of sparse models.
In this chapter, we aim to quickly approximate the sequence of sparse models
associated with regularization paths for the purposes of statistical model
selection by using the building blocks from a classical operator splitting
method, the Alternating Direction Method of Multipliers (ADMM). We begin by
proposing an ADMM algorithm that uses warm-starts to quickly compute the
regularization path. Then, by employing approximations along this warm-starting
ADMM algorithm, we propose a novel concept that we term the ADMM Algorithmic
Regularization Path. Our method can quickly outline the sequence of sparse
models associated with the regularization path in computational time that is
often less than that of using the ADMM algorithm to solve the problem at a
single regularization parameter. We demonstrate the applicability and
substantial computational savings of our approach through three popular
examples, sparse linear regression, reduced-rank multi-task learning, and
convex clustering.

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The categories of this paper are: q-alg
7
The categories of this paper are: hep-th
36
The categories of this paper are: cmp-lg
33
The categories of this paper are: plasm-ph
32
The categories of this paper are: atom-ph
20
The categories of this paper are: acc-phys
12
The categories of this paper are: nucl-th
21
The categories of this paper are: adap-org
6
The categories of this paper are: astro-ph
34
The categories of this paper are: chem-ph
35
The categories of this paper are: mtrl-th
13
The categories of this paper are: quant-ph
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The categories of this paper are: hep-ph
3
The categories of this paper are: physics
5
The categories of this paper are: gr-qc
27
The categories of this paper are: comp-gas