惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

L
LangChain Blog
酷 壳 – CoolShell
酷 壳 – CoolShell
雷峰网
雷峰网
量子位
V
V2EX
S
SegmentFault 最新的问题
月光博客
月光博客
博客园 - 【当耐特】
Hugging Face - Blog
Hugging Face - Blog
V
Visual Studio Blog
大猫的无限游戏
大猫的无限游戏
T
Tailwind CSS Blog
博客园_首页
博客园 - Franky
钛媒体:引领未来商业与生活新知
钛媒体:引领未来商业与生活新知
美团技术团队
Y
Y Combinator Blog
The Cloudflare Blog
C
Check Point Blog
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
腾讯CDC
B
Blog
Stack Overflow Blog
Stack Overflow Blog
P
Proofpoint News Feed

stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
On Finite-Step Convergence of the Non-Greedy Algorithm an...
Yuning Yang · 2023-02-15 · via stat.ML updates on arXiv.org

The classical non-greedy algorithm (NGA) and the recently proposed proximal alternating minimization method with extrapolation (PAMe) for $L_1$-norm PCA are revisited and their finite-step convergence are studied. It is first shown that NGA can be interpreted as a conditional subgradient or an alternating maximization method. By recognizing it as a conditional subgradient, we prove that the iterative points generated by the algorithm will be constant in finitely many steps under a certain full-rank assumption; such an assumption can be removed when the projection dimension is one. By treating the algorithm as an alternating maximization, we then prove that the objective value will be fixed after at most $\left\lceil\frac{F^{\max}}{τ_0} \right\rceil$ steps, where the stopping point satisfies certain optimality conditions. Then, a slight modification of NGA with improved convergence properties is analyzed. It is shown that the iterative points generated by the modified algorithm will not change after at most $\left\lceil\frac{2F^{\max}}τ \right\rceil$ steps; furthermore, the stopping point satisfies certain optimality conditions if the proximal parameter $τ$ is small enough. For PAMe, it is proved that the sign variable will remain constant after finitely many steps and the algorithm can output a point satisfying certain optimality condition, if the parameters are small enough and a full rank assumption is satisfied. Moreover, if there is no proximal term on the projection matrix related subproblem, then the iterative points generated by this modified algorithm will not change after at most $\left\lceil \frac{4F^{\max}}{τ(1-γ)} \right\rceil$ steps and the stopping point also satisfies certain optimality conditions, provided similar assumptions as those for PAMe. The full rank assumption can be removed when the projection dimension is one.