English

Nonconvex proximal splitting: batch and incremental algorithms

Optimization and Control 2012-09-18 v2 Machine Learning

Abstract

Within the unmanageably large class of nonconvex optimization, we consider the rich subclass of nonsmooth problems that have composite objectives---this already includes the extensively studied convex, composite objective problems as a special case. For this subclass, we introduce a powerful, new framework that permits asymptotically non-vanishing perturbations. In particular, we develop perturbation-based batch and incremental (online like) nonconvex proximal splitting algorithms. To our knowledge, this is the first time that such perturbation-based nonconvex splitting algorithms are being proposed and analyzed. While the main contribution of the paper is the theoretical framework, we complement our results by presenting some empirical results on matrix factorization.

Keywords

Cite

@article{arxiv.1109.0258,
  title  = {Nonconvex proximal splitting: batch and incremental algorithms},
  author = {Suvrit Sra},
  journal= {arXiv preprint arXiv:1109.0258},
  year   = {2012}
}

Comments

revised version 12 pages, 2 figures; superset of shorter counterpart in NIPS 2012

R2 v1 2026-06-21T18:58:31.334Z