迹范数最小化的一致性
机器学习
2007-10-16 v1
作者:
Francis Bach
摘要
奇异值之和的正则化(也称为迹范数)是估计低秩矩形矩阵的一种流行技术。在本文中,我们扩展了 Lasso 的一些一致性结果,为具有平方损失的迹范数最小化的秩一致性提供了必要和充分条件。我们还提出了一种自适应版本,即使非自适应版本的必要条件未得到满足,该版本仍具有秩一致性。
引用
@article{arxiv.0710.2848,
title = {Consistency of trace norm minimization},
author = {Francis Bach},
journal= {arXiv preprint arXiv:0710.2848},
year = {2007}
}
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