Informatics Seminar (Perspective in Informatics 4B) 2011 - 2012
November 24 (Thu), 14:45 - 16:15
- Place:
Lecture Hall 1, Faculty of Engineering Bldg. No.10, Main Campus
- Title:
Large-scale classification with sparse matrix regularization
- Speaker:
Zaid Harchaoui (INRIA Grenoble)
- Abstract:
We present a coordinate descent approach to optimize learning
objectives with a trace-norm regularization penalty. We show that one
can lift such optimization problems in a higher (possibly
infinite-dimensional) space where we propose to apply a coordinate
descent algorithm. We further accelerate our coordinate descent
algorithm by interleaving it with Quasi-Newton acceleration steps. We
present promising experimental results on synthetic datasets and
real-world datasets.
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