Group lasso Newton method accelerated?

JamesYang007 / ghostbasil

GhostKnockoff + BASIL

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Group lasso Newton method accelerated? #7

Open JamesYang007 opened 1 year ago

JamesYang007 commented 1 year ago

There are some results of accelerating Newton method. If there's still significant bottleneck in the Newton method, might be worth looking into accelerated methods.

JamesYang007 commented 1 year ago

For some reason, Halley's method and its extensions really suck. Newton's method is super stable and fast. Tried these methods:

sqrt(3) + 1 convergence
Halley's method + extensions