Experimental code for the paper "Greed Meets Sparsity: Understanding and Improving Coordinate Descent for Sparse Optimization".

See the jupyter notebook experiments.ipynb for reproducing some important experimental results, note that some experiments may take quite a long time to run (more than 10 minutes) since we didn't fully optimize the code for practical purpose.

Bibtex

@InProceedings{pmlr-v108-fang20a,
  title = 	 {Greed Meets Sparsity: Understanding and Improving Greedy Coordinate Descent for Sparse Optimization},
  author =       {Fang, Huang and Fan, Zhenan and Sun, Yifan and Friedlander, Michael},
  pages = 	 {434--444},
  year = 	 {2020},
  volume = 	 {108},
  series = 	 {Proceedings of Machine Learning Research},
  address = 	 {Online},
  month = 	 {26--28 Aug},
  publisher =    {PMLR},
  pdf = 	 {http://proceedings.mlr.press/v108/fang20a/fang20a.pdf},
  url = 	 {http://proceedings.mlr.press/v108/fang20a.html},
}

If you have any questions regarding the code, you can contact me by hgfang@cs.ubc.ca.