7th International E- conference on Engineering, Technology and Management - ICETM 2022
Author(s) : HSIN-YU CHEN , KAN-LIN HSIUNG
Recently, a novel method, called the “least squares auto-tuningâ€, which can find hyper-parameters in LS problems (that minimize another (true) objective), is proposed [1]. Although nonconvex and cannot be efficiently solved, this problem can be approximately solved using a powerful proximal gradient method to find good hyper-parameters (for LS problems).