Group Forward–Backward Orthogonal Matching Pursuit for General Convex Smooth Functions
This paper introduces the Group Forward–Backward Orthogonal Matching Pursuit (Group-FoBa-OMP) algorithm, a novel approach for sparse feature selection. The core innovations of this algorithm include (1) an integrated backward elimination process to correct earlier misidentified groups; (2) a versati...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-11-01
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| Series: | Axioms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2075-1680/13/11/774 |
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| Summary: | This paper introduces the Group Forward–Backward Orthogonal Matching Pursuit (Group-FoBa-OMP) algorithm, a novel approach for sparse feature selection. The core innovations of this algorithm include (1) an integrated backward elimination process to correct earlier misidentified groups; (2) a versatile convex smooth model that generalizes previous research; (3) the strategic use of gradient information to expedite the group selection phase; and (4) a theoretical validation of its performance in terms of support set recovery, variable estimation accuracy, and objective function optimization. These advancements are supported by experimental evidence from both synthetic and real-world data, demonstrating the algorithm’s effectiveness. |
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| ISSN: | 2075-1680 |