1,132 research outputs found
PRISMA: PRoximal Iterative SMoothing Algorithm
Motivated by learning problems including max-norm regularized matrix
completion and clustering, robust PCA and sparse inverse covariance selection,
we propose a novel optimization algorithm for minimizing a convex objective
which decomposes into three parts: a smooth part, a simple non-smooth Lipschitz
part, and a simple non-smooth non-Lipschitz part. We use a time variant
smoothing strategy that allows us to obtain a guarantee that does not depend on
knowing in advance the total number of iterations nor a bound on the domain
Bundle-based pruning in the max-plus curse of dimensionality free method
Recently a new class of techniques termed the max-plus curse of
dimensionality-free methods have been developed to solve nonlinear optimal
control problems. In these methods the discretization in state space is avoided
by using a max-plus basis expansion of the value function. This requires
storing only the coefficients of the basis functions used for representation.
However, the number of basis functions grows exponentially with respect to the
number of time steps of propagation to the time horizon of the control problem.
This so called "curse of complexity" can be managed by applying a pruning
procedure which selects the subset of basis functions that contribute most to
the approximation of the value function. The pruning procedures described thus
far in the literature rely on the solution of a sequence of high dimensional
optimization problems which can become computationally expensive.
In this paper we show that if the max-plus basis functions are linear and the
region of interest in state space is convex, the pruning problem can be
efficiently solved by the bundle method. This approach combining the bundle
method and semidefinite formulations is applied to the quantum gate synthesis
problem, in which the state space is the special unitary group (which is
non-convex). This is based on the observation that the convexification of the
unitary group leads to an exact relaxation. The results are studied and
validated via examples
Positive Semidefinite Metric Learning Using Boosting-like Algorithms
The success of many machine learning and pattern recognition methods relies
heavily upon the identification of an appropriate distance metric on the input
data. It is often beneficial to learn such a metric from the input training
data, instead of using a default one such as the Euclidean distance. In this
work, we propose a boosting-based technique, termed BoostMetric, for learning a
quadratic Mahalanobis distance metric. Learning a valid Mahalanobis distance
metric requires enforcing the constraint that the matrix parameter to the
metric remains positive definite. Semidefinite programming is often used to
enforce this constraint, but does not scale well and easy to implement.
BoostMetric is instead based on the observation that any positive semidefinite
matrix can be decomposed into a linear combination of trace-one rank-one
matrices. BoostMetric thus uses rank-one positive semidefinite matrices as weak
learners within an efficient and scalable boosting-based learning process. The
resulting methods are easy to implement, efficient, and can accommodate various
types of constraints. We extend traditional boosting algorithms in that its
weak learner is a positive semidefinite matrix with trace and rank being one
rather than a classifier or regressor. Experiments on various datasets
demonstrate that the proposed algorithms compare favorably to those
state-of-the-art methods in terms of classification accuracy and running time.Comment: 30 pages, appearing in Journal of Machine Learning Researc
Packing ellipsoids with overlap
The problem of packing ellipsoids of different sizes and shapes into an
ellipsoidal container so as to minimize a measure of overlap between ellipsoids
is considered. A bilevel optimization formulation is given, together with an
algorithm for the general case and a simpler algorithm for the special case in
which all ellipsoids are in fact spheres. Convergence results are proved and
computational experience is described and illustrated. The motivating
application - chromosome organization in the human cell nucleus - is discussed
briefly, and some illustrative results are presented
A second order cone formulation of continuous CTA model
The final publication is available at link.springer.comIn this paper we consider a minimum distance Controlled Tabular Adjustment (CTA) model for statistical disclosure limitation (control) of tabular data. The goal of the CTA model is to find the closest safe table to some original tabular data set that contains sensitive information. The measure of closeness is usually measured using l1 or l2 norm; with each measure having its advantages and disadvantages. Recently, in [4] a regularization of the l1 -CTA using Pseudo-Huber func- tion was introduced in an attempt to combine positive characteristics of both l1 -CTA and l2 -CTA. All three models can be solved using appro- priate versions of Interior-Point Methods (IPM). It is known that IPM in general works better on well structured problems such as conic op- timization problems, thus, reformulation of these CTA models as conic optimization problem may be advantageous. We present reformulation of Pseudo-Huber-CTA, and l1 -CTA as Second-Order Cone (SOC) op- timization problems and test the validity of the approach on the small example of two-dimensional tabular data set.Peer ReviewedPostprint (author's final draft
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