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|a Quattoni, Ariadna
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|a Massachusetts Institute of Technology. Computer Science and Artificial Intelligence Laboratory
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|a Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
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|a Collins, Michael
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|a Quattoni, Ariadna
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|a Carreras Perez, Xavier
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|a Collins, Michael
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|a Carreras Perez, Xavier
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|a Collins, Michael
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|a An efficient projection for l1,∞ regularization
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|a An efficient projection for l [subscript 1],[subscript infinity] regularization
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|b Association for Computing Machinery,
|c 2010-10-15T15:03:10Z.
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|z Get fulltext
|u http://hdl.handle.net/1721.1/59367
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|a In recent years the l[subscript 1],[subscript infinity] norm has been proposed for joint regularization. In essence, this type of regularization aims at extending the l[subscript 1] framework for learning sparse models to a setting where the goal is to learn a set of jointly sparse models. In this paper we derive a simple and effective projected gradient method for optimization of l[subscript 1],[subscript infinity] regularized problems. The main challenge in developing such a method resides on being able to compute efficient projections to the l[subscript 1],[subscript infinity] ball. We present an algorithm that works in O(n log n) time and O(n) memory where n is the number of parameters. We test our algorithm in a multi-task image annotation problem. Our results show that l[subscript 1],[subscript infinity] leads to better performance than both l[subscript 2] and l[subscript 1] regularization and that it is is effective in discovering jointly sparse solutions.
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|a National Science Foundation (U.S.) (grant no. 0347631)
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|a en_US
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|a algorithms
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|a design
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|a management
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|a performance
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|a theory
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|a Article
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|t Proceedings of the 26th Annual International Conference on Machine Learning
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