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低ランク行列の学習のための速い拡張ラグランジュ法

低ランク行列の学習のための速い拡張ラグランジュ法

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Published by Ryota Tomioka

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Published by: Ryota Tomioka on Aug 19, 2010
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11/11/2012

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A Fast Augmented LagrangianAlgorithm for Learning Low-Rank Matrices
Ryota Tomioka
 
 , Taiji Suzuki, Masashi Sugiyama,Hisashi Kashima2010/8/18ICML2010
読む会
 
2010/8/18
ICML 2010読む会 冨岡亮太(東大)
お話したいこと
低ランク行列学習はいろいろ応用がある提案法 (M-DAL) は速くて理論的な性能保証のある実用的なアルゴリズムソフトウェア:http://www.ibis.t.u-tokyo.ac.jp/RyotaTomioka/Softwares/SupportPageICML10
 
2010/8/18
ICML 2010読む会 冨岡亮太(東大)
低ランク学習
1
Matrix completion
[Srebro et al. 05; Abernethy etal. 09] (collaborative filtering, link prediction)
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Part of
isobserved
2
Multi-task learning
[Argyriou et al., 07]
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+
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task 1
task 2
...
task R
3
Predicting over matrices(classification/regression)
[Tomioka & Aihara, 07]
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,
+
time
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user
movie
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task
feature
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space
time

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