@alexis99

An Accelerated Gradient Method for Trace Norm Minimization

. (2009)An optimization method for matrix factorization type problems that directly minimizes the trace norm. Needs a full SVD of U and M at each step thus not applicable to large scale problems..

Description

Optimization for Multiple learning, and matrix factorization type problems, positive: seems fast negative: requires svd in each step thus limited in terms of data sizes.

Links and resources

Tags