CLASH: Combinatorial selection and Least Absolute SHrinkage


CLASH (Combinatorial selection and Least Absolute SHrinkage) is a new sparse signal approximation algorithm that leverages prior information beyond sparsity to obtain approximate solutions to the Lasso problem. The algorithm is presented in “Combinatorial Selection and Least Absolute Shrinkage via the CLASH Algorithm“, Technical Report, by Anastasios Kyrillidis and Volkan Cevher (corresponding ICML Workshop on Structured Sparsity slides can be found here).

CLASH algorithm alters the selection process of Lasso algorithm by exploiting additional signal structure, dubbed as combinatorial sparsity model, and introduces approximate combinatorial selection with provable convergence guarantees.


The MATLAB code and paper can be found at: