论文标题
除了用补充材料利用新的双切割半空间，超越套索的间隙筛选
Beyond GAP screening for Lasso by exploiting new dual cutting half-spaces with supplementary material
论文作者
论文摘要
在本文中，我们提出了针对拉索的新型安全筛选测试。我们的过程基于具有圆顶几何形状的安全区域，并利用包含双重可行集合的半空间集的规范表示（在本文中称为“双重切割半空间”）。拟议的安全区域始终包含在Fercoq等人提出的最先进的“间隙球”和“间隙圆顶”中。 （严格在非常温和的条件下），同时涉及相同的计算负担。数值实验证实，我们的新圆顶使比间隙区域更强大的筛选测试，并导致明显的加速度解决套索。
In this paper, we propose a novel safe screening test for Lasso. Our procedure is based on a safe region with a dome geometry and exploits a canonical representation of the set of half-spaces (referred to as "dual cutting half-spaces" in this paper) containing the dual feasible set. The proposed safe region is shown to be always included in the state-of-the-art "GAP Sphere" and "GAP Dome" proposed by Fercoq et al. (and strictly so under very mild conditions) while involving the same computational burden. Numerical experiments confirm that our new dome enables to devise more powerful screening tests than GAP regions and lead to significant acceleration to solve Lasso.
