Browsing Scholarly Works, Industrial and Systems Engineering by Subject "62J07, 90C10, 90C15"
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The CCP Selector: Scalable Algorithms for Sparse Ridge Regression from Chance-Constrained Programming Sparse regression and variable selection for large-scale data have been rapidly developed in the past decades. This work focuses on sparse ridge regression, which considers the exact $L_0$ norm to pursue the sparsity. We ...