Accelerated Training for Matrix-norm Regularization: A Boosting Approach
@inproceedings{Zhang2012AcceleratedTF, title={Accelerated Training for Matrix-norm Regularization: A Boosting Approach}, author={X. Zhang and Y. Yu and Dale Schuurmans}, booktitle={NIPS}, year={2012} }
Sparse learning models typically combine a smooth loss with a nonsmooth penalty, such as trace norm. Although recent developments in sparse approximation have offered promising solution methods, current approaches either apply only to matrix-norm constrained problems or provide suboptimal convergence rates. In this paper, we propose a boosting method for regularized learning that guarantees e accuracy within O(1 /e) iterations. Performance is further accelerated by interlacing boosting with… CONTINUE READING
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