Stochastic Dykstra Algorithms for Metric Learning on Positive Semi-Definite Cone

7 Jan 2016Tomoki MatsuzawaRaissa RelatorJun SeseTsuyoshi Kato

Recently, covariance descriptors have received much attention as powerful representations of set of points. In this research, we present a new metric learning algorithm for covariance descriptors based on the Dykstra algorithm, in which the current solution is projected onto a half-space at each iteration, and runs at O(n^3) time... (read more)

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