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l1无穷正则化的一种有效投影

An Efficient Projection for L1 Infinity Regularization
课程网址: http://videolectures.net/icml09_quattoni_epre/  
主讲教师: Ariadna Quattoni
开课单位: 加泰罗尼亚政治大学
开课时间: 2009-08-26
课程语种: 英语
中文简介:
近年来,已提出L1,Infinity范数用于联合正则化。实质上,这种类型的正则化旨在将用于学习稀疏模型的L1框架扩展到目标是学习一组联合稀疏模型​​的环境。在本文中,我们推导出一种简单有效的投影梯度法,用于优化L1,Infinity正则化问题。开发这种方法的主要挑战在于能够计算L1,Infinity球的有效投影。我们提出了一种在O(n log n)时间和O(n)存储器中工作的算法,其中n是参数的数量。我们在多任务图像标注问题中测试我们的算法。我们的结果表明,L1,Infinity导致比L2和L1正则化更好的性能,并且它在发现联合稀疏解决方案方面是有效的。
课程简介: In recent years the L1,Infinity norm has been proposed for joint regularization. In essence, this type of regularization aims at extending the L1 framework for learning sparse models to a setting where the goal is to learn a set of jointly sparse models. In this paper we derive a simple and effective projected gradient method for optimization of L1,Infinity regularized problems. The main challenge in developing such a method resides on being able to compute efficient projections to the L1,Infinity ball. We present an algorithm that works in O(n log n) time and O(n) memory where n is the number of parameters. We test our algorithm in a multi-task image annotation problem. Our results show that L1,Infinity leads to better performance than both L2 and L1 regularization and that it is is effective in discovering jointly sparse solutions.
关 键 词: 联合正则化; 学习稀疏模型; 投影梯度
课程来源: 视频讲座网
最后编审: 2019-04-24:cwx
阅读次数: 49