摘要
针对非光滑损失问题提出一种新的坐标下降算法,采用排序搜索的方式求解子问题解析解。分析了算法的时间复杂度,并给出了三种提高收敛速度的实用技巧。实验表明算法对正则化Hinge损失问题具有良好的性能,达到了预期的效果。
For non-smooth losses,this paper presented a new coordinate descent algorithm,to get the closed form solution of the single variable problem by using the sorting and searching method.It analyzed the time complexity of algorithm and gave three practical skills to improve the convergence rate.The experiments demonstrate the expected efficiency of the proposed algorithms in the regularized Hinge loss.
出处
《计算机应用研究》
CSCD
北大核心
2012年第10期3688-3692,3700,共6页
Application Research of Computers
基金
国家自然科学基金资助项目(60975040)
