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基于完备的Grassmann流形上的尺度梯度

Scaled Gradients on Grassmann Manifolds for Matrix Completion
课程网址: http://videolectures.net/machine_ngo_matrix_completion/  
主讲教师: Thanh Ngo
开课单位: 明尼苏达大学
开课时间: 2013-01-14
课程语种: 英语
中文简介:
本文描述了基于Grassmann流形上的缩放度量的梯度方法,用于低秩矩阵完成。所提出的方法显着改进了规范梯度方法,特别是在病态条件矩阵上,同时保持了既定的全局对流和精确的恢复保证。还建立了用于矩阵完成的子空间迭代形式与缩放梯度下降过程之间的连接。基于比例梯度的所提出的共轭梯度方法优于用于矩阵完成的若干现有算法,并且与最近提出的方法竞争。
课程简介: This paper describes gradient methods based on a scaled metric on the Grassmann manifold for low-rank matrix completion. The proposed methods significantly improve canonical gradient methods especially on ill-conditioned matrices, while maintaining established global convegence and exact recovery guarantees. A connection between a form of subspace iteration for matrix completion and the scaled gradient descent procedure is also established. The proposed conjugate gradient method based on the scaled gradient outperforms several existing algorithms for matrix completion and is competitive with recently proposed methods.
关 键 词: 缩放度量; 低秩矩阵; 子空间迭代
课程来源: 视频讲座网
最后编审: 2020-10-01:yumf
阅读次数: 55