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Learning Non-Parametric Basis Independent Models from Point Queries via Low-Rank Methods
Hemant Tyagi, Volkan Cevher
We consider the problem of learning multi-ridge functions of the form f(x) = g(Ax) from point evaluations of f. We assume that the function f is defined on an l_2-ball in R^d, g is…
Composite Self-Concordant Minimization
Quoc Tran-Dinh, Anastasios Kyrillidis, Volkan Cevher
We propose a variable metric framework for minimizing the sum of a self-concordant function and a possibly non-smooth convex function, endowed with an easily computable proximal op…
A proximal Newton framework for composite minimization: Graph learning without Cholesky decompositions and matrix inversions
Quoc Tran Dinh, Anastasios Kyrillidis, Volkan Cevher
We propose an algorithmic framework for convex minimization problems of a composite function with two terms: a self-concordant function and a possibly nonsmooth regularization term…