Approximating extent measures of points
Journal of the ACM (JACM)
Multiple kernel learning, conic duality, and the SMO algorithm
ICML '04 Proceedings of the twenty-first international conference on Machine learning
The Entire Regularization Path for the Support Vector Machine
The Journal of Machine Learning Research
Understanding and Using Linear Programming (Universitext)
Understanding and Using Linear Programming (Universitext)
Embeddings of surfaces, curves, and moving points in euclidean space
SCG '07 Proceedings of the twenty-third annual symposium on Computational geometry
Computational Geometry: Theory and Applications
Coresets, sparse greedy approximation, and the Frank-Wolfe algorithm
Proceedings of the nineteenth annual ACM-SIAM symposium on Discrete algorithms
Coresets for polytope distance
Proceedings of the twenty-fifth annual symposium on Computational geometry
Approximating parameterized convex optimization problems
ACM Transactions on Algorithms (TALG)
Optimizing over the growing spectrahedron
ESA'12 Proceedings of the 20th Annual European conference on Algorithms
| Hi-index | 0.00 |
We extend Clarkson's framework by considering parameterized convex optimization problems over the unit simplex, that depend on one parameter. We provide a simple and efficient scheme for maintaining an ε-approximate solution (and a corresponding ε-coreset) along the entire parameter path. We prove correctness and optimality of the method. Practically relevant instances of the abstract parameterized optimization problem are for example regularization paths of support vector machines, multiple kernel learning, and minimum enclosing balls of moving points.