Journal of Cognitive Neuroscience
Consistency of Trace Norm Minimization
The Journal of Machine Learning Research
An accelerated gradient method for trace norm minimization
ICML '09 Proceedings of the 26th Annual International Conference on Machine Learning
Feature extraction using constrained approximation and suppression
IEEE Transactions on Neural Networks
A Singular Value Thresholding Algorithm for Matrix Completion
SIAM Journal on Optimization
MPCA: Multilinear Principal Component Analysis of Tensor Objects
IEEE Transactions on Neural Networks
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The trace norm regularization has an interesting property that is rank of a matrix is reduced according to its continuous regularization parameter. We propose a new efficient algorithm for a kind of trace norm regularization problems. Since the algorithm is not gradient-based approach, its computational complexity does not depend on initial states or learning rate. We also apply the proposed algorithm to a tensor based feature extraction method, that is an extension of the trace norm regularized feature extraction. Computational simulations show that the proposed algorithm provides an accurate solution in less time than conventional methods. The proposed trace based feature extraction method show almost that same performance as Multilinear PCA.