Paper Abstract and Keywords |
Presentation |
2016-11-16 15:00
Proximal Average Accelerated Proximal Gradient Algorithm with Adaptive Restart Yoshihiro Nakazato, Kazuto Fukuchi, Jun Sakuma (Univ. Tsukuba) IBISML2016-55 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
When using multiple regularizers, their proximal mapping is not easily available in closed form.
The method to calculate proximal mapping of multiple regularizers needs many calculating cost.
When the regularizers satisfy some certain conditioncite{yu2013decomposing}cite{martins2011online}, there are optimization methods to solve multiple sparse regularization problem.
But their condition is not always satisfied.
There are some approximation method for multiple regularizers: smoothingcite{nesterov2005smooth}, proximal averagecite{yu2013better}.
Yu showed that by using proximal average and FISTA, $O(1/sqrt{epsilon})$ iteration is needed for $epsilon$-optimal.
In this research, when the average of the square of Lipschitz constant of regularizers is larger than the Lipschitz constant of the gradient of the loss function, we show that the Algorithm proximal average accelerated proximal gradient(PA-APG) is as slow as $1/epsilon$.
And, we propose new algorithm which is faster than PA-APG. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
Convex Optimization / Composite Sparse Regularizers / / / / / / |
Reference Info. |
IEICE Tech. Rep., vol. 116, no. 300, IBISML2016-55, pp. 65-71, Nov. 2016. |
Paper # |
IBISML2016-55 |
Date of Issue |
2016-11-09 (IBISML) |
ISSN |
Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 |
Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) |
Download PDF |
IBISML2016-55 |
Conference Information |
Committee |
IBISML |
Conference Date |
2016-11-16 - 2016-11-18 |
Place (in Japanese) |
(See Japanese page) |
Place (in English) |
Kyoto Univ. |
Topics (in Japanese) |
(See Japanese page) |
Topics (in English) |
Information-Based Induction Science Workshop (IBIS2016) |
Paper Information |
Registration To |
IBISML |
Conference Code |
2016-11-IBISML |
Language |
Japanese |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
Proximal Average Accelerated Proximal Gradient Algorithm with Adaptive Restart |
Sub Title (in English) |
|
Keyword(1) |
Convex Optimization |
Keyword(2) |
Composite Sparse Regularizers |
Keyword(3) |
|
Keyword(4) |
|
Keyword(5) |
|
Keyword(6) |
|
Keyword(7) |
|
Keyword(8) |
|
1st Author's Name |
Yoshihiro Nakazato |
1st Author's Affiliation |
University of Tsukuba (Univ. Tsukuba) |
2nd Author's Name |
Kazuto Fukuchi |
2nd Author's Affiliation |
University of Tsukuba (Univ. Tsukuba) |
3rd Author's Name |
Jun Sakuma |
3rd Author's Affiliation |
University of Tsukuba (Univ. Tsukuba) |
4th Author's Name |
|
4th Author's Affiliation |
() |
5th Author's Name |
|
5th Author's Affiliation |
() |
6th Author's Name |
|
6th Author's Affiliation |
() |
7th Author's Name |
|
7th Author's Affiliation |
() |
8th Author's Name |
|
8th Author's Affiliation |
() |
9th Author's Name |
|
9th Author's Affiliation |
() |
10th Author's Name |
|
10th Author's Affiliation |
() |
11th Author's Name |
|
11th Author's Affiliation |
() |
12th Author's Name |
|
12th Author's Affiliation |
() |
13th Author's Name |
|
13th Author's Affiliation |
() |
14th Author's Name |
|
14th Author's Affiliation |
() |
15th Author's Name |
|
15th Author's Affiliation |
() |
16th Author's Name |
|
16th Author's Affiliation |
() |
17th Author's Name |
|
17th Author's Affiliation |
() |
18th Author's Name |
|
18th Author's Affiliation |
() |
19th Author's Name |
|
19th Author's Affiliation |
() |
20th Author's Name |
|
20th Author's Affiliation |
() |
Speaker |
Author-1 |
Date Time |
2016-11-16 15:00:00 |
Presentation Time |
180 minutes |
Registration for |
IBISML |
Paper # |
IBISML2016-55 |
Volume (vol) |
vol.116 |
Number (no) |
no.300 |
Page |
pp.65-71 |
#Pages |
7 |
Date of Issue |
2016-11-09 (IBISML) |
|