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 Optimization



Scalable Robust Matrix Factorization with Nonconvex Loss

Neural Information Processing Systems

Moreover, even the state-of-the-art RMF solver (RMF-MM) is slow and cannot utilize data sparsity. In this paper, we propose to improve robustness by using nonconvex loss functions. The resultant optimization problem is difficult.







Dual Policy Iteration

Neural Information Processing Systems

We also provide a general convergence analysis to support our empirical findings. Although our analysis is similar to CPI's, it has a key difference: as long as MBOC succeeds, we can provide a larger policy improvement than CPI at each iteration.