Proximal gradient methods offer a general framework for solving regularization problems from statistical learning theory with penalties that are tailored to a specific problem application.
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If the Schur complement system is ill-conditioned, preconditioners can be employed to improve the speed of convergence of the underlying gradient method.
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The Bregman-Lagrangian framework permits a systematic understanding of the matching rates associated with higher-order gradient methods in discrete and continuous time.
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Iterative methods such as the Jacobi method, Gauss Seidel method, successive over-relaxation and conjugate gradient method are usually preferred for large systems.
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Examples of popular preconditioned iterative methods for linear systems include the preconditioned conjugate gradient method, the biconjugate gradient method, and generalized minimal residual method.
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Examples of popular preconditioned iterative methods for linear systems include the preconditioned conjugate gradient method, the biconjugate gradient method, and generalized minimal residual method.
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An autoencoder is often trained using one of the many variants of backpropagation ( such as conjugate gradient method, steepest descent, etc . ).
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So, we instead use the matrix M = LU as a preconditioner in another iterative solution algorithm such as the conjugate gradient method or GMRES.
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Reason : " conditional gradient method " is the term used by Levitin & Polyak ( 1966 ) and others for the Frank-Wolfe algorithm.
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There have been numerous developments within the past decade in convex optimization techniques which have influenced the application of proximal gradient methods in statistical learning theory.
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