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COLT
2010
Springer

Composite Objective Mirror Descent

9 years 8 days ago
Composite Objective Mirror Descent
We present a new method for regularized convex optimization and analyze it under both online and stochastic optimization settings. In addition to unifying previously known firstorder algorithms, such as the projected gradient method, mirror descent, and forwardbackward splitting, our method yields new analysis and algorithms. We also derive specific instantiations of our method for commonly used regularization functions, such as 1, mixed norm, and trace-norm.
John Duchi, Shai Shalev-Shwartz, Yoram Singer, Amb
Added 10 Feb 2011
Updated 10 Feb 2011
Type Journal
Year 2010
Where COLT
Authors John Duchi, Shai Shalev-Shwartz, Yoram Singer, Ambuj Tewari
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