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ELKO Lalo In nllzi.io argmin Ln O OE du Elz a logpo.cz cst - PDF document

MEAN FIELD METHODS IN HIGH DIMENSIONAL STATISTICS AND OPTIMIZATION NON CONVEX n Motivation Exact asymptotic via Gaussian 2 comparison First order algs atom and AMP 3 Optimal GFOMs for regression 4 Optimizationof MF spin glasses 5


  1. MEAN FIELD METHODS IN HIGH DIMENSIONAL STATISTICS AND OPTIMIZATION NON CONVEX n Motivation Exact asymptotic via Gaussian 2 comparison First order algs atom and AMP 3 Optimal GFOMs for regression 4 Optimizationof MF spin glasses 5 Background 6 AMP algorithms for optimization Optimal AMP and connection to 7 Parisi formula 0 Po geo ER prohstron X Po Zi Zn ti id Za z Z Rd E 8 z X Et ETdist Ece Rio Oo O Xxx IR e fat o define L 10,0 Eto.lt 0 argmin L Goo Oo ELKO Lalo In nllzi.io argmin Ln O OE du Elz a logpo.cz

  2. cst 10,00 ftp.logpdzl KLCpqllp 0 Lto a V Luh e d fixed Lacy n a n d nad Highdim dimC 0 an 7 so sparse vectors SIR So K d Ch S d Noisy hidim da 7 Zi Tio IN 18,2 d INC Oo Ia 1 od r te 2 Sparse regression 2 i Lyi Xi N lo Ia Ei Ei nNlo Go Xi 62 Xi Yi to sparse d lol fully Xollit 110th E logpolz promotes sparse M estimation Robust regression 3 III Phi Lalo Kiis Gaussian comparison simple elegant AMP algorithmic 2 i Ot Zu Ei 8 In f Czi of i 8 median Hi Z1zi 01 plz 0

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  5. F tanto z The fu _of So.io o tEEIPCWdpi.fi P niH fcce1e zt 118 Ooh Class 20 I n dim loyd o 110 0.112 8k o2 8 8 148,001 II HE ooh Ifi o EfLz Inco llzi.tl min Marx C 2 l

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