Operations Research Transactions >
2017 , Vol. 21 >Issue 3: 1 - 13
DOI: https://doi.org/10.15960/j.cnki.issn.1007-6093.2017.03.001
Convergence analysis of an intrinsic steepest descent method on semi-supervised metric learning
Received date: 2017-01-10
Online published: 2017-09-15
In this paper, we derive the convergence problem of an intrinsic steepest descent algorithm for semi-supervised metric learning problem on symmetric positive definite matrices groups.We first rewrite semi-supervised metric learning problem into an unconstrained optimization problem on symmetric positive definite matrices groups. Then we present an intrinsic steepest descent algorithm with an adaptive iteration step-size. Moreover, we prove that the algorithm converges linearly by using a Taylor's expansion of smooth function at any point in Lie groups. Finally, we show a few numerical experiments on classification problem to demonstrate the effectiveness of the proposed algorithm.
LI Xin, BAI Yanqin . Convergence analysis of an intrinsic steepest descent method on semi-supervised metric learning[J]. Operations Research Transactions, 2017 , 21(3) : 1 -13 . DOI: 10.15960/j.cnki.issn.1007-6093.2017.03.001
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