MCP正则组稀疏问题的稳定点分析
作者:唐琦 彭定涛
来源:《贵州大学学报(自然科学版)》2020年第04期
truncated normal distribution
        摘 要:本文考虑无约束组稀疏回归问题,其损失函数为凸函数,正则项为MCP(minimax concave penalty),主要刻画该问题的两类稳定点。首先,给出d-稳定点以及critical点的具体刻画,并且证明了这两类稳定点的关系;其次,分析d-稳定点与问题局部解的关系;最后,证明了该模型的下界性质。
        关键词:组稀疏问题;MCP正则;d-稳定点;critical点;下界性质
        中图分类号:O224 文献标识码: A
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