28,907 research outputs found
Adaptive Relaxed ADMM: Convergence Theory and Practical Implementation
Many modern computer vision and machine learning applications rely on solving
difficult optimization problems that involve non-differentiable objective
functions and constraints. The alternating direction method of multipliers
(ADMM) is a widely used approach to solve such problems. Relaxed ADMM is a
generalization of ADMM that often achieves better performance, but its
efficiency depends strongly on algorithm parameters that must be chosen by an
expert user. We propose an adaptive method that automatically tunes the key
algorithm parameters to achieve optimal performance without user oversight.
Inspired by recent work on adaptivity, the proposed adaptive relaxed ADMM
(ARADMM) is derived by assuming a Barzilai-Borwein style linear gradient. A
detailed convergence analysis of ARADMM is provided, and numerical results on
several applications demonstrate fast practical convergence.Comment: CVPR 201
Non-Redundant Spectral Dimensionality Reduction
Spectral dimensionality reduction algorithms are widely used in numerous
domains, including for recognition, segmentation, tracking and visualization.
However, despite their popularity, these algorithms suffer from a major
limitation known as the "repeated Eigen-directions" phenomenon. That is, many
of the embedding coordinates they produce typically capture the same direction
along the data manifold. This leads to redundant and inefficient
representations that do not reveal the true intrinsic dimensionality of the
data. In this paper, we propose a general method for avoiding redundancy in
spectral algorithms. Our approach relies on replacing the orthogonality
constraints underlying those methods by unpredictability constraints.
Specifically, we require that each embedding coordinate be unpredictable (in
the statistical sense) from all previous ones. We prove that these constraints
necessarily prevent redundancy, and provide a simple technique to incorporate
them into existing methods. As we illustrate on challenging high-dimensional
scenarios, our approach produces significantly more informative and compact
representations, which improve visualization and classification tasks
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