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Orbit Regularization
Renato Negrinho · Andre Martins

Tue Dec 09 04:00 PM -- 08:59 PM (PST) @ Level 2, room 210D

We propose a general framework for regularization based on group majorization. In this framework, a group is defined to act on the parameter space and an orbit is fixed; to control complexity, the model parameters are confined to lie in the convex hull of this orbit (the orbitope). Common regularizers are recovered as particular cases, and a connection is revealed between the recent sorted 1 -norm and the hyperoctahedral group. We derive the properties a group must satisfy for being amenable to optimization with conditional and projected gradient algorithms. Finally, we suggest a continuation strategy for orbit exploration, presenting simulation results for the symmetric and hyperoctahedral groups.

Author Information

Renato Negrinho (Carnegie Mellon University)
Andre Martins (CMU)