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math.NA2018
A Generalized Matrix Splitting Algorithm
Ganzhao Yuan, Wei-Shi Zheng, Li Shen +1
Composite function minimization captures a wide spectrum of applications in both computer vision and machine learning. It includes bound constrained optimization, norm reg…
math.NA2018
A Decomposition Algorithm for the Sparse Generalized Eigenvalue Problem
Ganzhao Yuan, Li Shen, Wei-Shi Zheng
The sparse generalized eigenvalue problem arises in a number of standard and modern statistical learning models, including sparse principal component analysis, sparse Fisher discri…