Feature Learning and Understanding by Haitao Zhao & Zhihui Lai & Henry Leung & Xianyi Zhang

Feature Learning and Understanding by Haitao Zhao & Zhihui Lai & Henry Leung & Xianyi Zhang

Author:Haitao Zhao & Zhihui Lai & Henry Leung & Xianyi Zhang
Language: eng
Format: epub
ISBN: 9783030407940
Publisher: Springer International Publishing


(8.6)

which can be solved by computing the following augmented Lagrange multiplier (ALM) problem:

(8.7)

where Y1 and Y2 are Lagrange multipliers and μ > 0 is a penalty parameter.

The ALM method for the problem (8.6) can be found in the LRR algorithm as follows:Input: data matrix X, parameter λ

Initialize: Z = J = 0, E = 0, Y1 = 0, Y2 = 0, μ = 10−6, μmax = 1010, ρ = 1.1, ε = 10−81.fix the others and update J by

2.fix the others and update Z by

3.fix the others and update E by



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