图 书 馆
近似凹参数的最优化问题Approximating Concavely Parameterized Optimization Problems |
|
| 课程网址: | http://videolectures.net/nips2012_laue_optimization_problems/ |
| 主讲教师: | Sören Laue |
| 开课单位: | 耶拿大学 |
| 开课时间: | 2013-01-16 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | We consider an abstract class of optimization problems that are parameterized concavely in a single parameter, and show that the solution path along the parameter can always be approximated with accuracy ε>0 by a set of size O(1/ε). A lower bound of size Ω(1/ε) shows that the upper bound is tight up to a constant factor. We also devise an algorithm that calls a step-size oracle and computes an approximate path of size O(1/ε). Finally, we provide an implementation of the oracle for soft-margin support vector machines, and a parameterized semi-definite program for matrix completion. |
| 关 键 词: | 参数化; 优化问题; 支持向量机; 规划矩阵 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2020-06-06：zyk |
| 阅读次数: | 46 |