图 书 馆
秩最小化通过在线学习Rank Minimization via Online Learning |
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| 课程网址: | http://videolectures.net/icml08_meka_rmv/ |
| 主讲教师: | Raghu Meka |
| 开课单位: | 阿姆斯特丹大学 |
| 开课时间: | 2008-08-04 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | Minimum rank problems arise frequently in machine learning applications and are notoriously difficult to solve due to the non-convex nature of the rank objective. In this paper, we present the first online learning approach for the problem of rank minimization of matrices over polyhedral sets. In particular, we present two online learning algorithms for rank minimization - our first algorithm is a multiplicative update method based on a generalized experts framework, while our second algorithm is a novel application of the online convex programming framework [Zinkevich, 2003]. In the latter, we flip the role of the decision maker by making the decision maker search over the constraint space instead of feasible points, as is usually the case in online convex programming. A salient feature of our online learning approach is that it allows us to give the first provable approximation guarantees for the rank minimization problem over polyhedral sets. We demonstrate the effectiveness of our methods on synthetic examples, and on the real-life application of low-rank kernel learning. |
| 关 键 词: | 在线学习矩阵; 在线凸规划框架; 秩最小化问题 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2020-05-21：王淑红(课程编辑志愿者) |
| 阅读次数: | 99 |