图 书 馆
收敛速度加快非精确邻近方法嵌套Convergence rates of nested accelerated inexact proximal methods |
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| 课程网址: | http://videolectures.net/nipsworkshops2012_villa_methods/ |
| 主讲教师: | Silvia Villa |
| 开课单位: | 意大利技术学院 |
| 开课时间: | 2013-01-16 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | Proximal gradient methods are popular first order algorithms currently used to solve several machine learning and inverse problems. We consider the case where the proximity operator is not available in closed form and is thus approximated via an iterative procedure leading to a nested algorithm. For the first time, we show that relying on an appropriate notion of approximations, which gives an explicit stopping rule for the inner loop, convergence rates for the two-loops algorithm can be proved for accelerated procedures for a large class of approximation algorithms. An experimental comparison with a benchmark primal-dual algorithm is reported and confirms a good empirical performance. |
| 关 键 词: | 优化方法; 原始对偶算法; 嵌套 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2020-06-01：吴雨秋(课程编辑志愿者) |
| 阅读次数: | 42 |