On Mon, Mar 20, 2017 at 11:48:05PM -0600, Tyler Zhu wrote: > Dear All, > > Nice to meet you guys here! My name is Rui, a PhD student in > University of Alberta. My research interests include distributed > machine learning, low-rank matrix completion, and other exciting > topics. I have been an MLPack user for a while in my research and I’m > really fascinated by this great library and I’m willing to make > contributions to this great machine learning framework.
Hi Rui! It seems GSoC is quite popular among University of Alberta students this year. :) > I’m quite interested in “Low rank/sparse optimization using > Frank-Wolfe". Frank-Wolfe is an old but famous algorithm in > optimization. It has the same convergence rate with (projected) > gradient descent, which is a more popular method in optimization. If > it is not efficient to calculate the projection, Frank-Wolfe is one of > the best alternative. Such example can be found in various papers, > e.g., low-rank matrix completion and orthogonal matching pursuit. > > I think this algorithm can be implemented as a new optimizer since it > can be used in may applications. My preliminary plan is to borrow some > ideas from existing implementations of other optimizers for this > project, and the major work is to implement the “argmin” step, or also > called “conditional gradient” in the literature. I think this is a good approach. Keep in mind that just the implementation of F-W might not be enough to fill a whole summer, so it may be worthwhile to propose some additional work on top of that. Maybe some extensions of F-W or some applications might work. There has been quite some discussion on this project over the years on the mailing list; you might check out some of those posts for more information: http://lists.mlpack.org/pipermail/mlpack/2017-March/003185.html http://lists.mlpack.org/pipermail/mlpack/2016-March/002575.html Let me know if I can clarify anything. Thanks, Ryan -- Ryan Curtin | "I am a golden god!" [email protected] | - Russell _______________________________________________ mlpack mailing list [email protected] http://knife.lugatgt.org/cgi-bin/mailman/listinfo/mlpack
