Sparse Learning with Stochastic Composite Optimization

In this paper, we study Stochastic Composite Optimization (SCO) for sparse learning that aims to learn a sparse solution from a composite function. Most of the recent SCO algorithms have already reached the optimal expected convergence rate O(1/λT), but they often fail to deliver sparse solutions at...

Ausführliche Beschreibung

Bibliographische Detailangaben
Veröffentlicht in:IEEE transactions on pattern analysis and machine intelligence. - 1979. - 39(2017), 6 vom: 01. Juni, Seite 1223-1236
1. Verfasser: Zhang, Weizhong (VerfasserIn)
Weitere Verfasser: Zhang, Lijun, Jin, Zhongming, Jin, Rong, Cai, Deng, Li, Xuelong, Liang, Ronghua, He, Xiaofei
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 2017
Zugriff auf das übergeordnete Werk:IEEE transactions on pattern analysis and machine intelligence
Schlagworte:Journal Article Research Support, Non-U.S. Gov't
LEADER 01000naa a22002652 4500
001 NLM261341634
003 DE-627
005 20231224195341.0
007 cr uuu---uuuuu
008 231224s2017 xx |||||o 00| ||eng c
024 7 |a 10.1109/TPAMI.2016.2578323  |2 doi 
028 5 2 |a pubmed24n0871.xml 
035 |a (DE-627)NLM261341634 
035 |a (NLM)27295652 
040 |a DE-627  |b ger  |c DE-627  |e rakwb 
041 |a eng 
100 1 |a Zhang, Weizhong  |e verfasserin  |4 aut 
245 1 0 |a Sparse Learning with Stochastic Composite Optimization 
264 1 |c 2017 
336 |a Text  |b txt  |2 rdacontent 
337 |a ƒaComputermedien  |b c  |2 rdamedia 
338 |a ƒa Online-Ressource  |b cr  |2 rdacarrier 
500 |a Date Completed 25.10.2018 
500 |a Date Revised 25.10.2018 
500 |a published: Print-Electronic 
500 |a Citation Status PubMed-not-MEDLINE 
520 |a In this paper, we study Stochastic Composite Optimization (SCO) for sparse learning that aims to learn a sparse solution from a composite function. Most of the recent SCO algorithms have already reached the optimal expected convergence rate O(1/λT), but they often fail to deliver sparse solutions at the end either due to the limited sparsity regularization during stochastic optimization (SO) or due to the limitation in online-to-batch conversion. Even when the objective function is strongly convex, their high probability bounds can only attain O(√{log(1/δ)/T}) with δ is the failure probability, which is much worse than the expected convergence rate. To address these limitations, we propose a simple yet effective two-phase Stochastic Composite Optimization scheme by adding a novel powerful sparse online-to-batch conversion to the general Stochastic Optimization algorithms. We further develop three concrete algorithms, OptimalSL, LastSL and AverageSL, directly under our scheme to prove the effectiveness of the proposed scheme. Both the theoretical analysis and the experiment results show that our methods can really outperform the existing methods at the ability of sparse learning and at the meantime we can improve the high probability bound to approximately O(log(log(T)/δ)/λT) 
650 4 |a Journal Article 
650 4 |a Research Support, Non-U.S. Gov't 
700 1 |a Zhang, Lijun  |e verfasserin  |4 aut 
700 1 |a Jin, Zhongming  |e verfasserin  |4 aut 
700 1 |a Jin, Rong  |e verfasserin  |4 aut 
700 1 |a Cai, Deng  |e verfasserin  |4 aut 
700 1 |a Li, Xuelong  |e verfasserin  |4 aut 
700 1 |a Liang, Ronghua  |e verfasserin  |4 aut 
700 1 |a He, Xiaofei  |e verfasserin  |4 aut 
773 0 8 |i Enthalten in  |t IEEE transactions on pattern analysis and machine intelligence  |d 1979  |g 39(2017), 6 vom: 01. Juni, Seite 1223-1236  |w (DE-627)NLM098212257  |x 1939-3539  |7 nnns 
773 1 8 |g volume:39  |g year:2017  |g number:6  |g day:01  |g month:06  |g pages:1223-1236 
856 4 0 |u http://dx.doi.org/10.1109/TPAMI.2016.2578323  |3 Volltext 
912 |a GBV_USEFLAG_A 
912 |a SYSFLAG_A 
912 |a GBV_NLM 
912 |a GBV_ILN_350 
951 |a AR 
952 |d 39  |j 2017  |e 6  |b 01  |c 06  |h 1223-1236