In this paper, we propose a speed-up approach for subclass discriminant analysis and formulate a novel efficient multi-view solution to it. The speed-up approach is developed based on graph embedding and spectral regression approaches that involve eigendecomposition of the corresponding Laplacian matrix and regression to its eigenvectors. We show that by exploiting the structure of the between-class Laplacian matrix, the eigendecomposition step can be substituted with a much faster process. Furthermore, we formulate a novel criterion for multi-view subclass discriminant analysis and show that an efficient solution for it can be obtained in a similar to the single-view manner. We evaluate the proposed methods on nine single-view and nine multi-view datasets and compare them with related existing approaches. Experimental results show that the proposed solutions achieve competitive performance, often outperforming the existing methods. At the same time, they significantly decrease the training time.
The above-described process for solving the SDA optimization problem provides several advantages. Firstly, as we will show in the next section, the eigendecomposition step (33) can be substituted with a much faster process. Secondly, the eigendecomposition step (10) or (17) is avoided and substituted with the least squares regression, for which several efficient solutions exist @cite_44 .
@cite_44
2086953401 2157285372 1780115997 2950002113
Minimization with orthogonality constraints (e.g., (X^ X = I )) and or spherical constraints (e.g., ( x _2 = 1 )) has wide applications in polynomial optimization, combinatorial optimization, eigenvalue problems, sparse PCA, p-harmonic flows, 1-bit compressive sensing, matrix rank minimization, etc. These problems are difficult because the constraints are not only non-convex but numerically expensive to preserve during iterations. To deal with these difficulties, we apply the Cayley transform—a Crank-Nicolson-like update scheme—to preserve the constraints and based on it, develop curvilinear search algorithms with lower flops compared to those based on projections and geodesics. The efficiency of the proposed algorithms is demonstrated on a variety of test problems. In particular, for the maxcut problem, it exactly solves a decomposition formulation for the SDP relaxation. For polynomial optimization, nearest correlation matrix estimation and extreme eigenvalue problems, the proposed algorithms run very fast and return solutions no worse than those from their state-of-the-art algorithms. For the quadratic assignment problem, a gap 0.842 to the best known solution on the largest problem “tai256c” in QAPLIB can be reached in 5 min on a typical laptop. Many computer vision problems (e.g., camera calibration, image alignment, structure from motion) are solved through a nonlinear optimization method. It is generally accepted that 2nd order descent methods are the most robust, fast and reliable approaches for nonlinear optimization of a general smooth function. However, in the context of computer vision, 2nd order descent methods have two main drawbacks: (1) The function might not be analytically differentiable and numerical approximations are impractical. (2) The Hessian might be large and not positive definite. To address these issues, this paper proposes a Supervised Descent Method (SDM) for minimizing a Non-linear Least Squares (NLS) function. During training, the SDM learns a sequence of descent directions that minimizes the mean of NLS functions sampled at different points. In testing, SDM minimizes the NLS objective using the learned descent directions without computing the Jacobian nor the Hessian. We illustrate the benefits of our approach in synthetic and real examples, and show how SDM achieves state-of-the-art performance in the problem of facial feature detection. The code is available at www.humansensing.cs. cmu.edu intraface. We address the issue of using mini-batches in stochastic optimization of SVMs. We show that the same quantity, the spectral norm of the data, controls the parallelization speedup obtained for both primal stochastic subgradient descent (SGD) and stochastic dual coordinate ascent (SCDA) methods and use it to derive novel variants of mini-batched SDCA. Our guarantees for both methods are expressed in terms of the original nonsmooth primal problem based on the hinge-loss. Stochastic Dual Coordinate Descent (SDCD) has become one of the most efficient ways to solve the family of @math -regularized empirical risk minimization problems, including linear SVM, logistic regression, and many others. The vanilla implementation of DCD is quite slow; however, by maintaining primal variables while updating dual variables, the time complexity of SDCD can be significantly reduced. Such a strategy forms the core algorithm in the widely-used LIBLINEAR package. In this paper, we parallelize the SDCD algorithms in LIBLINEAR. In recent research, several synchronized parallel SDCD algorithms have been proposed, however, they fail to achieve good speedup in the shared memory multi-core setting. In this paper, we propose a family of asynchronous stochastic dual coordinate descent algorithms (ASDCD). Each thread repeatedly selects a random dual variable and conducts coordinate updates using the primal variables that are stored in the shared memory. We analyze the convergence properties when different locking atomic mechanisms are applied. For implementation with atomic operations, we show linear convergence under mild conditions. For implementation without any atomic operations or locking, we present the first backward error analysis for ASDCD under the multi-core environment, showing that the converged solution is the exact solution for a primal problem with perturbed regularizer. Experimental results show that our methods are much faster than previous parallel coordinate descent solvers.