• 主题:Linearized Alternating Direction Method: Two Blocks and Multiple Blocks
  • 主讲人:林宙辰,北京大学
  • 主持人白翔,华中科技大学
  • 活动时间:2014年12月23日(周三),北京时间20:30-22:00

1. 相关文献阅读

  • Zhouchen Lin, Risheng Liu, and Zhixun Su, Linearized Alternating Direction Method with Adaptive Penalty for Low Rank Representation, NIPS 2011, arXiv: 1109.0367. (for two block case)
  • Zhouchen Lin, Risheng Liu, and Huan Li, Linearized Alternating Direction Method with Parallel Splitting and Adaptive Penalty for Separable Convex Programs in Machine Learning, accepted by Machine Learning (Special Issue for ACML2013), arXiv: 1310.5035. (for more than two blocks)

2. 讲座资料

  • Diverse Sequential Subset Selection for Supervised Video Summarization. [Slides]
  • 摘要: Alternating direction method (ADM) is an intuitive yet powerful method for various convex optimization problems. However, the traditional ADM assumes that each subproblem is easy to solve and its convergence is proven only in the case of two blocks. Such limitations greatly prevent ADM from wider applications to more complex problems. So I generalize ADM in two aspects. First, I linearize the quadratic penalty term and update the penalty parameter adaptively, introducing linearized ADM (LADM) with adaptive penalty. Second, I modify LADM slightly to account for the multiple block case, introducing linearized ADM with parallel splitting and adaptive penalty. Deeper results are achieved in the scenario of machine learning and signal processing and the proposed algorithms fit for engineering use much better.
  • Bio: ZHOUCHEN LIN (林宙辰) received the Ph.D. degree in applied mathematics from Peking University in 2000. He is currently a Professor at Key Laboratory of Machine Perception (MOE), School of Electronics Engineering and Computer Science, Peking University. He is also a Chair Professor at Northeast Normal University and a guest professor at Beijing Jiaotong University. He was a guest professor at Shanghai Jiaotong University and Southeast University, and a guest researcher at Institute of Computing Technology, Chinese Academy of Sciences. Before joining Peking University, he was a lead researcher at Microsoft Research Asia. He is an associate editor of IEEE T. PAMI and IJCV, an area chair of CVPR 2014, and a Senior member of the IEEE. His webpage is:http://www.cis.pku.edu.cn/faculty/vision/zlin/zlin.htm
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