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Chebushev Greedy Algorithm in convex optimization
Published 4 Dec 2013 in stat.ML and math.OC | (1312.1244v1)
Abstract: Chebyshev Greedy Algorithm is a generalization of the well known Orthogonal Matching Pursuit defined in a Hilbert space to the case of Banach spaces. We apply this algorithm for constructing sparse approximate solutions (with respect to a given dictionary) to convex optimization problems. Rate of convergence results in a style of the Lebesgue-type inequalities are proved.
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