Projected Gradient Descent
Proximal gradient (forward backward splitting) methods for learning is an area of research in optimization and statistical learning theory which studies algorithms for a general class of convex regularization problems where the regularization penalty may not be differentiable. One such example is \ell_1 regularization (also known as Lasso) of the form :\min_ \frac\sum_^n (y_i- \langle w,x_i\rangle)^2+ \lambda \, w\, _1, \quad \text x_i\in \mathbb^d\text y_i\in\mathbb. Proximal gradient methods offer a general framework for solving regularization problems from statistical learning theory with penalties that are tailored to a specific problem application. Such customized penalties can help to induce certain structure in problem solutions, such as ''sparsity'' (in the case of lasso) or ''group structure'' (in the case of group lasso). Relevant background Proximal gradient methods are applicable in a wide variety of scenarios for solving convex optimization problems of the form : \ ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Optimization
Mathematical optimization (alternatively spelled ''optimisation'') or mathematical programming is the selection of a best element, with regard to some criterion, from some set of available alternatives. It is generally divided into two subfields: discrete optimization and continuous optimization. Optimization problems of sorts arise in all quantitative disciplines from computer science and engineering to operations research and economics, and the development of solution methods has been of interest in mathematics for centuries. In the more general approach, an optimization problem consists of maxima and minima, maximizing or minimizing a Function of a real variable, real function by systematically choosing Argument of a function, input values from within an allowed set and computing the Value (mathematics), value of the function. The generalization of optimization theory and techniques to other formulations constitutes a large area of applied mathematics. More generally, opti ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Convex Conjugate
In mathematics and mathematical optimization, the convex conjugate of a function is a generalization of the Legendre transformation which applies to non-convex functions. It is also known as Legendre–Fenchel transformation, Fenchel transformation, or Fenchel conjugate (after Adrien-Marie Legendre and Werner Fenchel). It allows in particular for a far reaching generalization of Lagrangian duality. Definition Let X be a real topological vector space and let X^ be the dual space to X. Denote by :\langle \cdot , \cdot \rangle : X^ \times X \to \mathbb the canonical dual pairing, which is defined by \left( x^*, x \right) \mapsto x^* (x). For a function f : X \to \mathbb \cup \ taking values on the extended real number line, its is the function :f^ : X^ \to \mathbb \cup \ whose value at x^* \in X^ is defined to be the supremum: :f^ \left( x^ \right) := \sup \left\, or, equivalently, in terms of the infimum: :f^ \left( x^ \right) := - \inf \left\. This definition can be ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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First Order Methods
First or 1st is the ordinal form of the number one (#1). First or 1st may also refer to: *World record, specifically the first instance of a particular achievement Arts and media Music * 1$T, American rapper, singer-songwriter, DJ, and record producer Albums * ''1st'' (album), a 1983 album by Streets * ''1st'' (Rasmus EP), a 1995 EP by The Rasmus, frequently identified as a single * '' 1ST'', a 2021 album by SixTones * ''First'' (Baroness EP), an EP by Baroness * ''First'' (Ferlyn G EP), an EP by Ferlyn G * ''First'' (David Gates album), an album by David Gates * ''First'' (O'Bryan album), an album by O'Bryan * ''First'' (Raymond Lam album), an album by Raymond Lam * ''First'', an album by Denise Ho Songs * "First" (Cold War Kids song), a song by Cold War Kids * "First" (Lindsay Lohan song), a song by Lindsay Lohan * "First", a song by Everglow from ''Last Melody'' * "First", a song by Lauren Daigle * "First", a song by Niki & Gabi * "First", a song by Jonas Brot ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Statistical Learning Theory
Statistical learning theory is a framework for machine learning drawing from the fields of statistics and functional analysis. Statistical learning theory deals with the statistical inference problem of finding a predictive function based on data. Statistical learning theory has led to successful applications in fields such as computer vision, speech recognition, and bioinformatics. Introduction The goals of learning are understanding and prediction. Learning falls into many categories, including supervised learning, unsupervised learning, online learning, and reinforcement learning. From the perspective of statistical learning theory, supervised learning is best understood. Supervised learning involves learning from a training set of data. Every point in the training is an input-output pair, where the input maps to an output. The learning problem consists of inferring the function that maps between the input and the output, such that the learned function can be used to predict t ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Convex Analysis
Convex analysis is the branch of mathematics devoted to the study of properties of convex functions and convex sets, often with applications in convex minimization, a subdomain of optimization theory. Convex sets A subset C \subseteq X of some vector space X is if it satisfies any of the following equivalent conditions: #If 0 \leq r \leq 1 is real and x, y \in C then r x + (1 - r) y \in C. #If 0 is a if holds for any real 0 is called if \operatorname f \neq \varnothing and f(x) > -\infty for x \in \operatorname f. Alternatively, this means that there exists some x in the domain of f at which f(x) \in \mathbb and f is also equal to -\infty. In words, a function is if its domain is not empty, it never takes on the value -\infty, and it also is not identically equal to +\infty. If f : \mathbb^n \to \infty, \infty/math> is a proper convex function then there exist some vector b \in \mathbb^n and some r \in \mathbb such that :f(x) \geq x \cdot b - r for every x where ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Directed Acyclic Graph
In mathematics, particularly graph theory, and computer science, a directed acyclic graph (DAG) is a directed graph with no directed cycles. That is, it consists of vertices and edges (also called ''arcs''), with each edge directed from one vertex to another, such that following those directions will never form a closed loop. A directed graph is a DAG if and only if it can be topologically ordered, by arranging the vertices as a linear ordering that is consistent with all edge directions. DAGs have numerous scientific and computational applications, ranging from biology (evolution, family trees, epidemiology) to information science (citation networks) to computation (scheduling). Directed acyclic graphs are sometimes instead called acyclic directed graphs or acyclic digraphs. Definitions A graph is formed by vertices and by edges connecting pairs of vertices, where the vertices can be any kind of object that is connected in pairs by edges. In the case of a directed graph, ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Dual Norm
In functional analysis, the dual norm is a measure of size for a continuous linear function defined on a normed vector space. Definition Let X be a normed vector space with norm \, \cdot\, and let X^* denote its continuous dual space. The dual norm of a continuous linear functional f belonging to X^* is the non-negative real number defined by any of the following equivalent formulas: \begin \, f \, &= \sup &&\ \\ &= \sup &&\ \\ &= \inf &&\ \\ &= \sup &&\ \\ &= \sup &&\ \;\;\;\text X \neq \ \\ &= \sup &&\bigg\ \;\;\;\text X \neq \ \\ \end where \sup and \inf denote the supremum and infimum, respectively. The constant 0 map is the origin of the vector space X^* and it always has norm \, 0\, = 0. If X = \ then the only linear functional on X is the constant 0 map and moreover, the sets in the last two rows will both be empty and consequently, their supremums will equal \sup \varnothing = - \infty instead of the correct value of 0. The ma ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Ball (mathematics)
In mathematics, a ball is the solid figure bounded by a ''sphere''; it is also called a solid sphere. It may be a closed ball (including the boundary points that constitute the sphere) or an open ball (excluding them). These concepts are defined not only in three-dimensional Euclidean space but also for lower and higher dimensions, and for metric spaces in general. A ''ball'' in dimensions is called a hyperball or -ball and is bounded by a ''hypersphere'' or ()-sphere. Thus, for example, a ball in the Euclidean plane is the same thing as a disk, the area bounded by a circle. In Euclidean 3-space, a ball is taken to be the volume bounded by a 2-dimensional sphere. In a one-dimensional space, a ball is a line segment. In other contexts, such as in Euclidean geometry and informal use, ''sphere'' is sometimes used to mean ''ball''. In the field of topology the closed n-dimensional ball is often denoted as B^n or D^n while the open n-dimensional ball is \operatorname B^n or \ope ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Moreau Decomposition ''
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Moreau may refer to: People *Moreau (surname) Places *Moreau, New York *Moreau River (other) Music *An alternate name for the band Cousteau, used for the album ''Nova Scotia'' in the United States for legal reasons In fiction *Dr. Moreau, the anti villain of '' The Island of Dr. Moreau'', an 1896 science fiction novel by H. G. Wells, and various film adaptations *Andre-Louis Moreau, the hero of ''Scaramouche'', a historical novel by Rafael Sabatini. *Moreau series of novels by S. Andrew Swann *Jeff "Joker" Moreau, flight lieutenant in the video game ''Mass Effect'' *Moreau, half-human-half-animal race in the role-playing game ''D20 Modern'' *Damien Moreau, villain in season 3 of the television show ''Leverage Leverage or leveraged may refer to: *Leverage (mechanics), mechanical advantage achieved by using a lever * ''Leverage'' (album), a 2012 album by Lyriel *Leverage (dance), a type of dance connection *Leverage (finance), using given resources to ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Elastic Net Regularization
In statistics and, in particular, in the fitting of linear or logistic regression models, the elastic net is a regularized regression method that linearly combines the L1 and L2 penalties of the lasso and ridge methods. Specification The elastic net method overcomes the limitations of the LASSO (least absolute shrinkage and selection operator) method which uses a penalty function based on :\, \beta\, _1 = \textstyle \sum_^p , \beta_j, . Use of this penalty function has several limitations. For example, in the "large ''p'', small ''n''" case (high-dimensional data with few examples), the LASSO selects at most n variables before it saturates. Also if there is a group of highly correlated variables, then the LASSO tends to select one variable from a group and ignore the others. To overcome these limitations, the elastic net adds a quadratic part (\, \beta\, ^2) to the penalty, which when used alone is ridge regression (known also as Tikhonov regularization). The estimates from th ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Gradient Descent
In mathematics, gradient descent (also often called steepest descent) is a first-order iterative optimization algorithm for finding a local minimum of a differentiable function. The idea is to take repeated steps in the opposite direction of the gradient (or approximate gradient) of the function at the current point, because this is the direction of steepest descent. Conversely, stepping in the direction of the gradient will lead to a local maximum of that function; the procedure is then known as gradient ascent. Gradient descent is generally attributed to Augustin-Louis Cauchy, who first suggested it in 1847. Jacques Hadamard independently proposed a similar method in 1907. Its convergence properties for non-linear optimization problems were first studied by Haskell Curry in 1944, with the method becoming increasingly well-studied and used in the following decades. Description Gradient descent is based on the observation that if the multi-variable function F(\mathbf) is def ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Thresholding (image Processing)
In digital image processing, thresholding is the simplest method of segmenting images. From a grayscale image, thresholding can be used to create binary images. Definition The simplest thresholding methods replace each pixel in an image with a black pixel if the image intensity I_ is less than a fixed value called the threshold T, or a white pixel if the pixel intensity is greater than that threshold. In the example image on the right, this results in the dark tree becoming completely black, and the bright snow becoming completely white. Automatic thresholding While in some cases, the threshold T can be selected manually by the user, there are many cases where the user wants the threshold to be automatically set by an algorithm. In those cases, the threshold should be the "best" threshold in the sense that the partition of the pixels above and below the threshold should match as closely as possible the actual partition between the two classes of objects represented by those ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |