Sparse projections onto the simplex

7 Jun 2012Anastasios KyrillidisStephen BeckerVolkan Cevher andChristoph Koch

Most learning methods with rank or sparsity constraints use convex relaxations, which lead to optimization with the nuclear norm or the $\ell_1$-norm. However, several important learning applications cannot benefit from this approach as they feature these convex norms as constraints in addition to the non-convex rank and sparsity constraints... (read more)

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