{"type":"ScholarlyArticle","title":"A Fast Dual Projected Newton Method for l1-Regularized Least Squares","authors":[{"name":"Pinghua Gong","slug":"pinghua-gong","given":"Pinghua","family":"Gong","affiliation":""},{"name":"Changshui Zhang","slug":"changshui-zhang","given":"Changshui","family":"Zhang","affiliation":""}],"abstract":"L1-regularized least squares, with the ability of discovering sparse representations, is quite prevalent in the field of machine learning, statistics and signal processing. In this paper, we propose a novel algorithm called Dual Projected Newton Method (DPNM) to solve the L1-regularized least squares problem. In DPNM, we first derive a new dual problem as a box constrained quadratic programming. Then, a projected Newton method is utilized to solve the dual problem, achieving a quadratic convergence rate. Moreover, we propose to utilize some practical techniques, thus it greatly reduces the computational cost and makes DPNM more efficient. Experimental results on six real-world data sets indicate that DPNM is very efficient for solving the L1-regularized least squares problem, by comparing it with state of the art methods.","doi":"10.5591/978-1-57735-516-8/IJCAI11-216","url":"https://ijcai.org/proceedings/2011/216","pdf":"https://ijcai.org/proceedings/2011/0216.pdf","markdown":"https://ijcai.org/proceedings/2011/216.md","bibtex":"https://ijcai.org/proceedings/2011/bibtex/216","volume":{"slug":"2011","title":"Proceedings of the Twenty-Second International Joint Conference on Artificial Intelligence","short_title":"IJCAI 2011","url":"https://ijcai.org/proceedings/2011/","year":2011,"location":"Barcelona, Catalonia, Spain","dates":"16–22 July 2011","editors":"Toby Walsh","isbn":"978-1-57735-512-0; 978-1-57735-513-7; 978-1-57735-514-4; 978-1-57735-515-1; 978-1-57735-516-8","publisher":"AAAI Press/International Joint Conferences on Artificial Intelligence","doi_prefix":""},"section":null,"track":"","number":216,"pages":{"first":1275,"last":1279},"keywords":[],"videos":[],"references":[],"license_note":"Copyright International Joint Conferences on Artificial Intelligence."}