An Iteratively Re-weighted Method for Problems with Sparsity-Inducing Norms

2 Jul 2019Feiping NieZhanxuan HuXiaoqian WangRong WangXuelong LiHeng Huang

This work aims at solving the problems with intractable sparsity-inducing norms that are often encountered in various machine learning tasks, such as multi-task learning, subspace clustering, feature selection, robust principal component analysis, and so on. Specifically, an Iteratively Re-Weighted method (IRW) with solid convergence guarantee is provided... (read more)

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