Communication-Efficient Distributed Sparse Learning with Oracle Property and Geometric Convergence
具有预言性质与几何收敛性的通信高效分布式稀疏学习
This article introduces two highly efficient distributed non-convex sparse learning algorithms. Our approach accommodates non-convexity in both the loss function and penalty, acknowledging the potential non-uniqueness of local minimizers due to the inherent non-convexity. The development of an algorithm that ensures convergence to a locally minimal solution with desired statistical properties becomes imperative in this context. To overcome this challenge, we propose a…