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Yichen Chen

2 accepted papers

2017

Strong NP-Hardness for Sparse Optimization with Concave Penalty Functions

ICML 2017poster

Consider the regularized sparse minimization problem, which involves empirical sums of loss functions for $n$ data points (each of dimension $d$) and a nonconvex sparsity penalty. We prove that finding an $\mathcal{O}(n^{c_1}d^{c_2})$-optimal solution to the regularized sparse optimization problem i…

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