Poster
Minimizing Quadratic Functions in Constant Time
Kohei Hayashi · Yuichi Yoshida
Area 5+6+7+8 #171
Keywords: [ Kernel Methods ] [ Large Scale Learning and Big Data ]
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Abstract
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Abstract:
A sampling-based optimization method for quadratic functions is proposed. Our method approximately solves the following n-dimensional quadratic minimization problem in constant time, which is independent of n: z∗=min\bv∈\bbRn\bracket\bvA\bv+n\bracket\bv\diag(\bd)\bv+n\bracket\bb\bv, where A∈\bbRn×n is a matrix and \bd,\bb∈\bbRn are vectors. Our theoretical analysis specifies the number of samples k(δ,ϵ) such that the approximated solution z satisfies |z−z∗|=O(ϵn2) with probability 1−δ. The empirical performance (accuracy and runtime) is positively confirmed by numerical experiments.
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