Regularization properties of dual subgradient flow
Optimization and Control
2023-05-12 v1
Abstract
Dual gradient descent combined with early stopping represents an efficient alternative to the Tikhonov variational approach when the regularizer is strongly convex. However, for many relevant applications, it is crucial to deal with regularizers which are only convex. In this setting, the dual problem is non smooth, and dual gradient descent cannot be used. In this paper, we study the regularization properties of a subgradient dual flow, and we show that the proposed procedure achieves the same recovery accuracy as penalization methods, while being more efficient from the computational perspective.
Cite
@article{arxiv.2305.06682,
title = {Regularization properties of dual subgradient flow},
author = {Vassilis Apidopoulos and Cesare Molinari and Lorenzo Rosasco and Silvia Villa},
journal= {arXiv preprint arXiv:2305.06682},
year = {2023}
}