Research map / Learning theory and algorithms / Matrix and tensor methods
On Quadratic Convergence of DC Proximal Newton Algorithm in Nonconvex Sparse Learning
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Replace first-order inner solver (proximal gradient / coordinate descent) with DC proximal Newton | multistage convex relaxation for nonconvex sparse logistic regression · simulated and real datasets (Table 1) | wall clock time (s) | Helped |
| Use DC proximal Newton instead of DC proximal gradient (APG) | DC multistage relaxation · gisette | wall clock time (s): 5.35s vs 207s | Helped |
| Use DC proximal Newton instead of DC proximal gradient (APG) | DC multistage relaxation · sim_10k | wall clock time (s): 8.82s vs 222s | Helped |
| Use DC proximal Newton instead of DC coordinate descent (ACD) | DC multistage relaxation · madelon | wall clock time (s): 1.51s vs 5.83s | Helped |
| Use DC proximal Newton on madelon versus DC proximal gradient (APG) | DC multistage relaxation · madelon | wall clock time (s): 1.51s vs 1.60s | No clear effect |
| Use DC proximal Newton instead of DC coordinate descent (ACD) at larger dimension | DC multistage relaxation · sim_10k | wall clock time (s): 8.82s vs 19.1s; advantage shrinks as d grows | Mixed |
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