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An Algorithm for Graph-Fused Lasso Based on Graph Decomposition

math.OC · 2019-08-06 · conditional · novelty 6.0

A graph-decomposition ADMM algorithm for graph-fused lasso moves part of the total-variation penalty into the x-update, giving smaller per-iteration cost and faster empirical convergence than network lasso.

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  • An Algorithm for Graph-Fused Lasso Based on Graph Decomposition math.OC · 2019-08-06 · conditional · none · ref 8

    A graph-decomposition ADMM algorithm for graph-fused lasso moves part of the total-variation penalty into the x-update, giving smaller per-iteration cost and faster empirical convergence than network lasso.