Self-Concordant Regularisation
Abstract
The algorithm based on gradient descent in the previous chapter is simple and computationally efficient, at least provided the projection can be computed. There are two limitations, however.
Fields of Study & Subjects
Stochastic Gradient Optimization Techniques
Statistical Methods and Inference
Sparse and Compressive Sensing Techniques
Publication details
- Journal / source
- Cambridge University Press eBooks
- Pages
- 61–78
- Publication date
- 7 March 2026
- Language
- EN
- Document type
- Book chapter