printable pdf
比利时vs摩洛哥足彩 ,
university of california san diego

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center for computational mathematics seminar

volkan cevher

epfl (lausanne)

composite self-concordant minimization

abstract:

we propose a variable metric framework for minimizing the sum of a self-concordant function and a possibly non-smooth convex function endowed with a computable proximal operator. we theoretically establish the convergence of our framework without relying on the usual lipschitz gradient assumption on the smooth part. an important highlight of our work is a new set of analytic step-size selection and correction procedures based on the structure of the problem. we describe concrete algorithmic instances of our framework for several interesting large-scale applications, such as graph learning, poisson regression with total variation regularization, and heteroscedastic lasso. here is a link to the document that contains technical parts of the presentation: http://arxiv.org/abs/1308.2867

february 11, 2014

10:00 am

ap&m 2402

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