Timeline for How to minimize the Bregman divergence on a convex hull spanned from a set of vectors?
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
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| Apr 2, 2014 at 0:52 | comment | added | ppyang | It sounds fascinating that there are closed form solutions for this kind of problems. I will try it and thank you very much! | |
| Apr 1, 2014 at 17:36 | comment | added | Cristóbal Guzmán | Thank you! As you will see in the references above, when your domain is simple enough (as a simplex) there is no need for iterative methods for obtaining the proximal point (the solution to your problem above): there are closed form solutions from the first-order conditions! Good luck | |
| Apr 1, 2014 at 1:32 | comment | added | ppyang | Thank you for your references and I will read them to find if they can be used to solve my question. | |
| Apr 1, 2014 at 1:13 | comment | added | ppyang | Thank you for your comments. The successive projection algorithm for Bregman divergence is proposed in "L. Bregman. The relaxation method of finding the common point of convex sets and its application to the solution of problems in convex programming. USSR Comp. Mathematics and Mathematical Physics, 7:200–217, 1967." and can also be found in many papers, such as "Brian Kulis, Matyas Sustik, & Inderjit Dhillon. Low-Rank Kernel Learning with Bregman Matrix Divergences. JMLR 10:341-376, 2009". | |
| Mar 28, 2014 at 19:10 | history | answered | Cristóbal Guzmán | CC BY-SA 3.0 |