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ICML
2010
IEEE
13 years 7 months ago
A scalable trust-region algorithm with application to mixed-norm regression
We present a new algorithm for minimizing a convex loss-function subject to regularization. Our framework applies to numerous problems in machine learning and statistics; notably,...
Dongmin Kim, Suvrit Sra, Inderjit S. Dhillon
IBPRIA
2007
Springer
14 years 12 days ago
Parsimonious Kernel Fisher Discrimination
Abstract. By applying recent results in optimization transfer, a new algorithm for kernel Fisher Discriminant Analysis is provided that makes use of a non-smooth penalty on the coe...
Kitsuchart Pasupa, Robert F. Harrison, Peter Wille...
COLT
1997
Springer
13 years 10 months ago
Estimation of Time-Varying Parameters in Statistical Models: An Optimization Approach
Abstract. We propose a convex optimization approach to solving the nonparametric regression estimation problem when the underlying regression function is Lipschitz continuous. This...
Dimitris Bertsimas, David Gamarnik, John N. Tsitsi...
NIPS
2007
13 years 7 months ago
Bundle Methods for Machine Learning
We present a globally convergent method for regularized risk minimization problems. Our method applies to Support Vector estimation, regression, Gaussian Processes, and any other ...
Alex J. Smola, S. V. N. Vishwanathan, Quoc V. Le
ICML
2006
IEEE
14 years 7 months ago
A DC-programming algorithm for kernel selection
We address the problem of learning a kernel for a given supervised learning task. Our approach consists in searching within the convex hull of a prescribed set of basic kernels fo...
Andreas Argyriou, Raphael Hauser, Charles A. Micch...