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⋄Squared Hinge Loss:For binary classification with labelsy i ∈ {−1,+1}, F(Xβ) = X i∈[n] max(0,1−y i(Xβ) i)2 &F ∗(−ζ) = X i∈[n] h(−yiζi), whereh(z) =z+ z2 4 ifz≤0andh(z) =∞ifz >0 · 2024

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Scalable First-order Method for Certifying Optimal k-Sparse GLMs

cs.LG · 2025-02-13 · conditional · novelty 6.0

A FISTA-based method with a custom PAVA computes perspective-relaxation dual bounds for k-sparse GLMs in O(p log p) per prox evaluation, enabling larger optimality certificates.

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Scalable First-order Method for Certifying Optimal k-Sparse GLMs cs.LG · 2025-02-13 · conditional · none · ref 13
A FISTA-based method with a custom PAVA computes perspective-relaxation dual bounds for k-sparse GLMs in O(p log p) per prox evaluation, enabling larger optimality certificates.

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