The adaptive projected subgradient method constrained by families of quasi-nonexpansive mappings and its application to online learning

DOI10.1137/100807004MaRDI QIDQ5300520zbMATH OpenOpenAlexFDO

Authors Konstantinos Slavakis, Isao Yamada

Publication date 27 June 2013

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1008.5231

zbMATH Keywords

adaptive filteringasymptotic minimizationonline learningquasi-nonexpansive mappingsparsitysubgradient method

Mathematics Subject Classification ID

Contraction-type mappings, nonexpansive mappings, (A)-proper mappings, etc. (47H09) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Numerical solution to inverse problems in abstract spaces (65J22) Numerical optimization and variational techniques (65K10) Learning and adaptive systems in artificial intelligence (68T05) Convex programming (90C25) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Computer-assisted instruction, e-learning (aspects of mathematics education) (97U50)

Abstract: Many online, i.e., time-adaptive, inverse problems in signal processing and machine learning fall under the wide umbrella of the asymptotic minimization of a sequence of non-negative, convex, and continuous functions. To incorporate a-priori knowledge into the design, the asymptotic minimization task is usually constrained on a fixed closed convex set, which is dictated by the available a-priori information. To increase versatility towards the usage of the available information, the present manuscript extends the Adaptive Projected Subgradient Method (APSM) by introducing an algorithmic scheme which incorporates a-priori knowledge in the design via a sequence of strongly attracting quasi-nonexpansive mappings in a real Hilbert space. In such a way, the benefits offered to online learning tasks by the proposed method unfold in two ways: 1) the rich class of quasi-nonexpansive mappings provides a plethora of ways to cast a-priori knowledge, and 2) by introducing a sequence of such mappings, the proposed scheme is able to capture the time-varying nature of a-priori information. The convergence properties of the algorithm are studied, several special cases of the method with wide applicability are shown, and the potential of the proposed scheme is demonstrated by considering an increasingly important, nowadays, online sparse system/signal recovery task.

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Cited in

(10)

• Acoustic feedback cancellation based on weighted adaptive projection subgradient method in hearing aids
• On the finite convergence of a projected cutter method
• Data-driven control of nonlinear systems: an on-line direct approach
• The Adaptive Projected Subgradient Method over the Fixed Point Set of Strongly Attracting Nonexpansive Mappings
• The method of cyclic intrepid projections: convergence analysis and numerical experiments
• Quasi-Nonexpansive Iterations on the Affine Hull of Orbits: From Mann's Mean Value Algorithm to Inertial Methods
• Adaptive Projected Subgradient Method for Asymptotic Minimization of Sequence of Nonnegative Convex Functions
• On subgradient projectors
• An online two-stage classification based on projections
• Sliding window generalized kernel affine projection algorithm using projection mappings

Describes a project that uses

Uses Software

• UNLocBoX

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