L_(1/2) regularization

查看全文 作　　者：XU [1]ZongBen;ZHANG [1,2]Hai;WANG [1]Yao;CHANG [1]XiangYu;LIANG [3]Yong

机构地区：[1]Institute of Information and System Science, Xi'an Jiaotong University, Xi'an 710049, China;[2]Department of Mathematics, Northwest University, Xi'an 710069, China;[3]University of Science and Technology, Macao 999078, China

出　　处：《Science China(Information Sciences)》索引2010年第53卷第6期,共11页

基　　金：supported by the National Basic Research Program of China (Grant No. 2007CB311002);the National Natural Science Foundation of China (Grant No. 60975036);the Scientific Research Plan Projects of Shaanxi Education Department (Grant No. 08jk473) 摘　　要：In this paper we propose an L1 /2 regularizer which has a nonconvex penalty.The L 1/2 regularizer is shown to have many promising properties such as unbiasedness, sparsity and oracle properties.A reweighed iterative algorithm is proposed so that the solution of the L 1/2 regularizer can be solved through transforming it into the solution of a series of L 1 regularizers.The solution of the L 1/2 regularizer is more sparse than that of the L 1 regularizer, while solving the L 1/2 regularizer is much simpler than solving the L 0 regularizer.The experiments show that the L 1/2 regularizer is very useful and efficient, and can be taken as a representative of the Lp(0 < p < 1) regularizer. 关键词：正规化正则化解 ORACLE 迭代算法 AMP 脂蛋白稀疏

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L_(1/2) regularization

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