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Gather and Conquer: Region-Based Strategies to Accelerate Safe Screening Tests

Cedric Herzet 1 Clément Dorffer 2 Angélique Drémeau 2
1 SIMSMART - SIMulation pARTiculaire de Modèles Stochastiques
IRMAR - Institut de Recherche Mathématique de Rennes, Inria Rennes – Bretagne Atlantique
2 Lab-STICC_ENSTAB_CID_TOMS
Lab-STICC - Laboratoire des sciences et techniques de l'information, de la communication et de la connaissance
Abstract : In this paper, we propose new methodologies to decrease the computational cost of safe screening tests for LASSO. We first introduce a new screening strategy, dubbed “joint screening test,” which allows the rejection of a set of atoms by performing one single test. Our approach enables to find good compromises between complexity of implementation and effectiveness of screening. Second, we propose two new methods to decrease the computational cost inherent to the construction of the (so-called) “safe region.” Our numerical experiments show that the proposed procedures lead to significant computational gains as compared to standard methodologies.
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https://hal-ensta-bretagne.archives-ouvertes.fr/hal-02303198
Contributeur : Marie Briec <>
Soumis le : mercredi 2 octobre 2019 - 09:47:56
Dernière modification le : mercredi 5 août 2020 - 03:43:38

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Cedric Herzet, Clément Dorffer, Angélique Drémeau. Gather and Conquer: Region-Based Strategies to Accelerate Safe Screening Tests. IEEE Transactions on Signal Processing, Institute of Electrical and Electronics Engineers, 2019, 67 (12), pp.3300-3315. ⟨10.1109/TSP.2019.2914885⟩. ⟨hal-02303198⟩

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