In this paper, we propose a way to combine two acceleration techniques for the @math -regularized least squares problem: safe screening tests, which allow to eliminate useless dictionary atoms, and the use of fast structured approximations of the dictionary matrix. To do so, we introduce a new family of screening tests, termed stable screening, which can cope with approximation errors on the dictionary atoms while keeping the safety of the test (i.e. zero risk of rejecting atoms belonging to the solution support). Some of the main existing screening tests are extended to this new framework. The proposed algorithm consists in using a coarser (but faster) approximation of the dictionary at the initial iterations and then switching to better approximations until eventually adopting the original dictionary. A systematic switching criterion based on the duality gap saturation and the screening ratio is derived.Simulation results show significant reductions in both computational complexity and execution times for a wide range of tested scenarios.
Instead of starting from the full problem and pruning the feature set, working set techniques @cite_27 @cite_17 start with small restricted problems and progressively include more promising features. In @cite_33 , the authors combine a working set strategy with safe screening and in @cite_21 they incorporate a dual extrapolation technique to further enhance the screening performance and accelerate convergence. This idea is conceivably complementary to the techniques proposed here.
@cite_27 @cite_21 @cite_33 @cite_17
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Convex sparsity-inducing regularizations are ubiquitous in high-dimensional machine learning, but solving the resulting optimization problems can be slow. To accelerate solvers, state-of-the-art approaches consist in reducing the size of the optimization problem at hand. In the context of regression, this can be achieved either by discarding irrelevant features (screening techniques) or by prioritizing features likely to be included in the support of the solution (working set techniques). Duality comes into play at several steps in these techniques. Here, we propose an extrapolation technique starting from a sequence of iterates in the dual that leads to the construction of improved dual points. This enables a tighter control of op-timality as used in stopping criterion, as well as better screening performance of Gap Safe rules. Finally, we propose a working set strategy based on an aggressive use of Gap Safe screening rules. Thanks to our new dual point construction, we show significant computational speedups on multiple real-world problems. We introduce a new approach for learning part-based object detection through feature synthesis. Our method consists of an iterative process of feature generation and pruning. A feature generation procedure is presented in which basic part-based features are developed into a feature hierarchy using operators for part localization, part refining and part combination. Feature pruning is done using a new feature selection algorithm for linear SVM, termed Predictive Feature Selection (PFS), which is governed by weight prediction. The algorithm makes it possible to choose from O(106) features in an efficient but accurate manner. We analyze the validity and behavior of PFS and empirically demonstrate its speed and accuracy advantages over relevant competitors. We present an empirical evaluation of our method on three human detection datasets including the current de-facto benchmarks (the INRIA and Caltech pedestrian datasets) and a new challenging dataset of children images in difficult poses. The evaluation suggests that our approach is on a par with the best current methods and advances the state-of-the-art on the Caltech pedestrian training dataset. We consider sequential decision problems under uncertainty, where we seek to optimize an unknown function from noisy samples. This requires balancing exploration (learning about the objective) and exploitation (localizing the maximum), a problem well-studied in the multiarmed bandit literature. In many applications, however, we require that the sampled function values exceed some prespecified "safety" threshold, a requirement that existing algorithms fail to meet. Examples include medical applications where patient comfort must be guaranteed, recommender systems aiming to avoid user dissatisfaction, and robotic control, where one seeks to avoid controls causing physical harm to the platform. We tackle this novel, yet rich, set of problems under the assumption that the unknown function satisfies regularity conditions expressed via a Gaussian process prior. We develop an efficient algorithm called SAFEOPT, and theoretically guarantee its convergence to a natural notion of optimum reachable under safety constraints. We evaluate SAFEOPT on synthetic data, as well as two real applications: movie recommendation, and therapeutic spinal cord stimulation. In (2015), we proposed a graph-based formulation that links and clusters person hypotheses over time by solving a minimum cost subgraph multicut problem. In this paper, we modify and extend (2015) in three ways: (1) We introduce a novel local pairwise feature based on local appearance matching that is robust to partial occlusion and camera motion. (2) We perform extensive experiments to compare different pairwise potentials and to analyze the robustness of the tracking formulation. (3) We consider a plain multicut problem and remove outlying clusters from its solution. This allows us to employ an efficient primal feasible optimization algorithm that is not applicable to the subgraph multicut problem of (2015). Unlike the branch-and-cut algorithm used there, this efficient algorithm used here is applicable to long videos and many detections. Together with the novel pairwise feature, it eliminates the need for the intermediate tracklet representation of (2015). We demonstrate the effectiveness of our overall approach on the MOT16 benchmark ( 2016), achieving state-of-art performance.