HONES: A Fast and Tuning-free Homotopy Method For Online Newton Step

被引：0

作者：

Ye, Yuting ^{[1
]}

Ju, Cheng ^{[1
]}

Lei, Lihua ^{[1
]}

机构：

[1] Univ Calif Berkeley, Berkeley, CA 94720 USA

来源：

INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE AND STATISTICS, VOL 84 | 2018年 / 84卷

关键词：

STANDARD QUADRATIC OPTIMIZATION; PORTFOLIO SELECTION; GRADIENT; DESCENT;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

In this article, we develop and analyze a homotopy continuation method, referred to as HONES, for solving the sequential generalized projections in Online Newton Step (Hazan et al., 2006b), as well as the generalized problem known as sequential standard quadratic programming. HONES is fast, tuning-free, error-free (up to machine error) and adaptive to the solution sparsity. This is confirmed by both careful theoretical analysis and extensive experiments on both synthetic and real data.

引用

页数：10

共 19 条

[1] TUNING-FREE STEP-SIZE ADAPTATION
Mahmood, Ashique Rupam
Sutton, Richard S.
Degris, Thomas
Pilarski, Patrick M.
2012 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING (ICASSP), 2012, : 2121 - 2124
[2] Robust convex biclustering with a tuning-free method
Chen, Yifan
Lei, Chunyin
Li, Chuanquan
Ma, Haiqiang
Hu, Ningyuan
JOURNAL OF APPLIED STATISTICS, 2025, 52 (02) : 271 - 286
[3] Tuning-free method for parameter estimation under varying error characteristics
Agarwal, Mukul
Optimal Control Applications and Methods, 20 (04): : 213 - 221
[4] A tuning-free method for parameter estimation under varying error characteristics
Agarwal, M
OPTIMAL CONTROL APPLICATIONS & METHODS, 1999, 20 (04): : 213 - 221
[5] Fast Tuning-Free Distributed Algorithm for Solving the Network-Constrained Economic Dispatch
Yan, Xinfei
Zhong, Haiwang
Tan, Zhenfei
Lian, Jianming
IEEE TRANSACTIONS ON SMART GRID, 2024, 15 (01) : 595 - 606
[6] Tuning-Free ISAR Imaging Based on Single-Step Deep Reinforcement Learning With Swin Transformer
Li, Xiaoyong
Huang, Jiale
Bai, Xueru
Liu, Lei
Shi, Xiaoran
Zhou, Feng
IEEE TRANSACTIONS ON GEOSCIENCE AND REMOTE SENSING, 2025, 63
[7] Convergence of the homotopy path for a full-Newton step infeasible interior-point method
Asadi, A.
Gu, G.
Roos, C.
OPERATIONS RESEARCH LETTERS, 2010, 38 (02) : 147 - 151
[8] Reinforcement Learning Based Tuning-free Plug-and-Play Image Reconstruction Method for Single Photon Imaging
Chen, Shuang
Tian, Ye
Fu, Ying
Tien Tzu Hsueh Pao/Acta Electronica Sinica, 2024, 52 (10): : 3600 - 3612
[9] A Novel Method for Damage Identification Based on Tuning-Free Strategy and Simple Population Metropolis-Hastings Algorithm
Luo, Jin
Huang, Minshui
Xiang, Chunyan
Lei, Yongzhi
INTERNATIONAL JOURNAL OF STRUCTURAL STABILITY AND DYNAMICS, 2023, 23 (04)
[10] Second Derivative-Free Two-Step Extrapolated Newton's Method
Vatti, V. B. Kumar
Sri, Ramadevi
Mylapalli, M. S. Kumar
HARMONY SEARCH AND NATURE INSPIRED OPTIMIZATION ALGORITHMS, 2019, 741 : 1077 - 1087

← 1 2 →