IHT dies hard: Provable accelerated Iterative Hard Thresholding

26 Dec 2017Rajiv KhannaAnastasios Kyrillidis

We study --both in theory and practice-- the use of momentum motions in classic iterative hard thresholding (IHT) methods. By simply modifying plain IHT, we investigate its convergence behavior on convex optimization criteria with non-convex constraints, under standard assumptions... (read more)

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