Research map / Learning theory and algorithms / Matrix and tensor methods
Semismooth Newton Algorithm for Efficient Projections onto $\ell_1, ∞$-norm Ball
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| replace sorting/Newton root-finding with semismooth Newton (LU-based Newton step, linear time per iteration) | l1,inf-ball Euclidean projection · Synthetic 10000x10000 matrix, C from 0.01 to 0.5 ||A||_{1,inf} | running time (s): about 3.3x-12.4x faster than SBM and about 2.4x-3.4x faster than NRFM in Table 1 | Helped |
| semismooth Newton with LU-based Newton step instead of Newton with per-iteration l1 projections (NRFM) | l1,inf-ball projection on School dataset · School, C/d in {0.01..1.0} | projection time (s): SNA faster than NRFM for all C except C/d=0.01 where they tie at 0.002 s | Mixed |
| increase data dimension d (synthetic, m=1000) with the proposed method | projection runtime scaling · Synthetic, d from 1e3 to 1e5 | CPU time (s) | No clear effect |
| apply proposed projection inside projected gradient for multitask Lasso with l1,inf constraint | MTLC on School · School real-world dataset | projection time (s): SNA outperforms SBM and NRFM in projection time across C | Helped |
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