The greedy side of the L

The greedy side of the LA
The greedy side of the LASSO: New algorithms for weighted sparse recovery via loss function-based orthogonal matching pursuit

arXiv:2303.00844v2 Announce Type: replace
Abstract: We propose a class of greedy algorithms for weighted sparse recovery by considering new loss function-based generalizations of Orthogonal Matching Pursuit (OMP). Given a (regularized) loss function, the proposed algorithms alternate the iterative …