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A proximal point algorithm for sequential feature extraction applications

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arxiv 1108.0986 v1 pith:VXGSL2BW submitted 2011-08-04 math.OC

Xuan Vinh Doan , Kim-Chuan Toh , Stephen Vavasis This is my paper · ORCID
classification math.OC
keywords problemalgorithmlarospointproximalextractfeaturesapplications
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We propose a proximal point algorithm to solve LAROS problem, that is the problem of finding a "large approximately rank-one submatrix". This LAROS problem is used to sequentially extract features in data. We also develop a new stopping criterion for the proximal point algorithm, which is based on the duality conditions of \eps-optimal solutions of the LAROS problem, with a theoretical guarantee. We test our algorithm with two image databases and show that we can use the LAROS problem to extract appropriate common features from these images.

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