On Convergence Rate of Concave-Convex Procedure

author: Ian E.H. Yen, Department of Computer Science and Information Engineering, National Taiwan University
published: Jan. 16, 2013,   recorded: December 2012,   views: 3962
Categories

Slides

Related Open Educational Resources

Related content

Report a problem or upload files

If you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Lecture popularity: You need to login to cast your vote.
  Bibliography

Description

Concave-Convex Procedure (CCCP) has been widely used to solve nonconvex d.c.(difference of convex function) programs occur in learning problems, such as sparse support vector machine (SVM), transductive SVM, sparse principal com- ponenent analysis (PCA), etc. Although the global convergence behavior of CC- CP has been well studied, the convergence rate of CCCP is still an open problem. Most of d.c. programs in machine learning involve constraints or nonsmooth objective function, which prohibits the convergence analysis via differentiable map. In this paper, we approach this problem in a different manner by connecting CC- CP with more general block coordinate decent method. We show that the recent convergence result of coordinate gradient descent on nonconvex, nonsmooth problem can also apply to exact alternating minimization. This implies the convergence rate of CCCP is at least linear, if in d.c. program the nonsmooth part is piecewise-linear and the smooth part is strictly convex quadratic. Many d.c. programs in SVM literature fall in this case.

See Also:

Download slides icon Download slides: nipsworkshops2012_yen_procedure_01.pdf (333.8┬áKB)


Help icon Streaming Video Help

Link this page

Would you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !

Write your own review or comment:

make sure you have javascript enabled or clear this field: