Reviews: A Linearly Convergent Method for Non-Smooth Non-Convex Optimization on the Grassmannian with Applications to Robust Subspace and Dictionary Learning
–Neural Information Processing Systems
A number of problems in sparse learning, signal processing, etc., can be phrased as optimizing a nonsmooth function over a riemannian manifold. Many works avoid nonsmooth analysis / optimization, by applying smooth methods to a smoothing of the objective function, often at the cost of suboptimalities in convergence rate, sample complexity, etc.. This work takes a different path, directly developing methods for nonsmooth riemannian optimization. The focus on the grassmannian limits the scope to some extent. It is unclear what in the setup requires the grassmannian.
non-smooth non-convex optimization, regularity condition, robust subspace and dictionary learning, (7 more...)
Neural Information Processing Systems
Jan-26-2025, 09:03:24 GMT
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