Technical Reports

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UBC CS TR-2008-09 Summary

Group sparsity via linear-time projection, June 06, 2008 Ewout van den Berg, Mark Schmidt, Michael P. Friedlander and Kevin Murphy, 11 pages

We present an efficient spectral projected-gradient algorithm for optimization subject to a group one-norm constraint. Our approach is based on a novel linear-time algorithm for Euclidean projection onto the one- and group one-norm constraints. Numerical experiments on large data sets suggest that the proposed method is substantially more efficient and scalable than existing methods


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