1 L 1 Bregman Iterative Shrinkage Threshold Algorithm
![実装例1： L 1正則化問題 [部分問題] Bregman距離に を用いると Iterative Shrinkage Threshold Algorithm (ISTA)](http://slidetodoc.com/presentation_image_h2/6b973139b11780feed3109e31574f275/image-18.jpg "実装例1： L 1正則化問題 [部分問題] Bregman距離に を用いると Iterative Shrinkage Threshold Algorithm (ISTA)")
実装例1： L 1正則化問題 [部分問題] Bregman距離に を用いると Iterative Shrinkage Threshold Algorithm (ISTA)
![高速化手法１ [Nesterov, 1983], [Beck, Teboulle, 2009] を更新 ISTA 高速化 Fast ISTA (FISTA) Beck and](http://slidetodoc.com/presentation_image_h2/6b973139b11780feed3109e31574f275/image-23.jpg "高速化手法１ [Nesterov, 1983], [Beck, Teboulle, 2009] を更新 ISTA 高速化 Fast ISTA (FISTA) Beck and")
高速化手法１ [Nesterov, 1983], [Beck, Teboulle, 2009] を更新 ISTA 高速化 Fast ISTA (FISTA) Beck and Teboulle, A fast iterative shrinkage-thresholding algorithm for linear inverse problems SIAM Journal on Imaging Sciences, 2009.
![高速化手法２ [Nesterov, 1988], [Auslender, Teboulle, 2006] を更新](http://slidetodoc.com/presentation_image_h2/6b973139b11780feed3109e31574f275/image-24.jpg "高速化手法２ [Nesterov, 1988], [Auslender, Teboulle, 2006] を更新")
高速化手法２ [Nesterov, 1988], [Auslender, Teboulle, 2006] を更新
![高速化手法３ [Nesterov 2005], [Tseng, 2008] を更新](http://slidetodoc.com/presentation_image_h2/6b973139b11780feed3109e31574f275/image-25.jpg "高速化手法３ [Nesterov 2005], [Tseng, 2008] を更新")
高速化手法３ [Nesterov 2005], [Tseng, 2008] を更新
アルゴリズムの関係 近接勾配法 ISTA Pが標示関数 近接点法 射影勾配法 Mirror Descent 法 EG法 高速化法 FISTA 高速化EG法 X. Zhang, A. Saha, S. V. N. Vishwanathan, “Accelerated Training of Max-Margin Markov Networks with Kernels”, Algorithmic Learning Theory (ALT), 2011
![（最適化の分野の） サーベイ文献+α [近接勾配法] Paul Tseng, Approximation accuracy, gradient methods, and error bound for structured](http://slidetodoc.com/presentation_image_h2/6b973139b11780feed3109e31574f275/image-35.jpg "（最適化の分野の） サーベイ文献+α [近接勾配法] Paul Tseng, Approximation accuracy, gradient methods, and error bound for structured")
（最適化の分野の） サーベイ文献+α [近接勾配法] Paul Tseng, Approximation accuracy, gradient methods, and error bound for structured convex optimization, Mathematical Programming, Ser, B, 125, pp. 263 -296, 2010. [エラーバウンド性] Jong-Shi Pang, Error bounds in mathematical programming, Mathematical Programming , 79, pp. 299 -332, 1997. [最新論文] http: //www. optimization-online. org/
- Slides: 36
