85,688 research outputs found

    Convergence of Unregularized Online Learning Algorithms

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    In this paper we study the convergence of online gradient descent algorithms in reproducing kernel Hilbert spaces (RKHSs) without regularization. We establish a sufficient condition and a necessary condition for the convergence of excess generalization errors in expectation. A sufficient condition for the almost sure convergence is also given. With high probability, we provide explicit convergence rates of the excess generalization errors for both averaged iterates and the last iterate, which in turn also imply convergence rates with probability one. To our best knowledge, this is the first high-probability convergence rate for the last iterate of online gradient descent algorithms without strong convexity. Without any boundedness assumptions on iterates, our results are derived by a novel use of two measures of the algorithm's one-step progress, respectively by generalization errors and by distances in RKHSs, where the variances of the involved martingales are cancelled out by the descent property of the algorithm

    A Parallel Best-Response Algorithm with Exact Line Search for Nonconvex Sparsity-Regularized Rank Minimization

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    In this paper, we propose a convergent parallel best-response algorithm with the exact line search for the nondifferentiable nonconvex sparsity-regularized rank minimization problem. On the one hand, it exhibits a faster convergence than subgradient algorithms and block coordinate descent algorithms. On the other hand, its convergence to a stationary point is guaranteed, while ADMM algorithms only converge for convex problems. Furthermore, the exact line search procedure in the proposed algorithm is performed efficiently in closed-form to avoid the meticulous choice of stepsizes, which is however a common bottleneck in subgradient algorithms and successive convex approximation algorithms. Finally, the proposed algorithm is numerically tested.Comment: Submitted to IEEE ICASSP 201
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