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• W2312008749 abstract "Max-norm regularizer has been extensively studied in the last decade as it promotes an effective low rank estimation of the underlying data. However, max-norm regularized problems are typically formulated and solved in a batch manner, which prevents it from processing big data due to possible memory bottleneck. In this paper, we propose an online algorithm for solving max-norm regularized problems that is scalable to large problems. Particularly, we consider the matrix decomposition problem as an example, although our analysis can also be applied in other problems such as matrix completion. The key technique in our algorithm is to reformulate the max-norm into a matrix factorization form, consisting of a basis component and a coefficients one. In this way, we can solve the optimal basis and coefficients alternatively. We prove that the basis produced by our algorithm converges to a stationary point asymptotically. Experiments demonstrate encouraging results for the effectiveness and robustness of our algorithm." @default.
• W2312008749 created "2016-06-24" @default.
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• W2312008749 creator A5061203282 @default.
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• W2312008749 date "2014-06-12" @default.
• W2312008749 modified "2023-09-22" @default.
• W2312008749 title "Stochastic Optimization for Max-Norm Regularizer via Matrix Factorization" @default.
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• W2312008749 hasPublicationYear "2014" @default.
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