A Proximal Point Algorithm for Sequential Feature Extraction Applications
نویسندگان
چکیده
منابع مشابه
A Proximal Point Algorithm for Sequential Feature Extraction Applications
We propose a proximal point algorithm to solve LAROS problem, that is the problem of finding a “large approximately rank-one submatrix”. This LAROS problem is used to sequentially extract features in data. We also develop a new stopping criterion for the proximal point algorithm, which is based on the duality conditions of ǫ-optimal solutions of the LAROS problem, with a theoretical guarantee. ...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2013
ISSN: 1064-8275,1095-7197
DOI: 10.1137/110843381