交替方向乘子法是用于求解低秩和稀疏最优化问题的有效算法,这个包提供了交替方向乘子法的matlab代码。This package solves several sparse and low-rank optimization problems by M-ADMM proposed in our work
代码片段和文件信息
属性 大小 日期 时间 名称
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目录 0 2019-03-31 20:00 ADMM
目录 0 2019-03-31 20:00 ADMM.git
文件 14 2019-03-31 20:00 ADMM.gitignore
文件 301 2019-03-31 20:00 ADMM.gitconfig
文件 73 2019-03-31 20:00 ADMM.gitdescription
文件 23 2019-03-31 20:00 ADMM.gitHEAD
目录 0 2019-03-31 20:00 ADMM.githooks
文件 478 2019-03-31 20:00 ADMM.githooksapplypatch-msg.sample
文件 896 2019-03-31 20:00 ADMM.githookscommit-msg.sample
文件 3327 2019-03-31 20:00 ADMM.githooksfsmonitor-watchman.sample
文件 189 2019-03-31 20:00 ADMM.githookspost-update.sample
文件 424 2019-03-31 20:00 ADMM.githookspre-applypatch.sample
文件 1638 2019-03-31 20:00 ADMM.githookspre-commit.sample
文件 1348 2019-03-31 20:00 ADMM.githookspre-push.sample
文件 4898 2019-03-31 20:00 ADMM.githookspre-rebase.sample
文件 544 2019-03-31 20:00 ADMM.githookspre-receive.sample
文件 1492 2019-03-31 20:00 ADMM.githooksprepare-commit-msg.sample
文件 3610 2019-03-31 20:00 ADMM.githooksupdate.sample
文件 5775 2019-03-31 20:00 ADMM.gitindex
目录 0 2019-03-31 20:00 ADMM.gitinfo
文件 240 2019-03-31 20:00 ADMM.gitinfoexclude
目录 0 2019-03-31 20:00 ADMM.gitlogs
文件 183 2019-03-31 20:00 ADMM.gitlogsHEAD
目录 0 2019-03-31 20:00 ADMM.gitlogs
efs
目录 0 2019-03-31 20:00 ADMM.gitlogs
efsheads
文件 183 2019-03-31 20:00 ADMM.gitlogs
efsheadsmaster
目录 0 2019-03-31 20:00 ADMM.gitlogs
efs
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目录 0 2019-03-31 20:00 ADMM.gitlogs
efs
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文件 183 2019-03-31 20:00 ADMM.gitlogs
efs
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目录 0 2019-03-31 20:00 ADMM.gitobjects
目录 0 2019-03-31 20:00 ADMM.gitobjectsinfo
............此处省略75个文件信息
%
% References:
%
% C. Lu. A Library of ADMM for Sparse and Low-rank Optimization. National University of Singapore June 2016.
% https://github.com/canyilu/LibADMM.
% C. Lu J. Feng S. Yan Z. Lin. A Unified Alternating Direction Method of Multipliers by Majorization
% Minimization. IEEE Transactions on Pattern Analysis and Machine Intelligence vol. 40 pp. 527-541 2018
%
addpath(genpath(cd))
clear
%% Examples for testing the low-rank matrix based models
% For detailed description of the sparse models please refer to the Manual.
%% generate toy data
d = 10;
na = 200;
nb = 100;
A = randn(dna);
X = randn(nanb);
B = A*X;
b = B(:1);
opts.tol = 1e-6;
opts.max_iter = 1000;
opts.rho = 1.2;
opts.mu = 1e-3;
opts.max_mu = 1e10;
opts.DEBUG = 0;
%% RPCA
n1 = 100;
n2 = 200;
r = 10;
L = rand(n1r)*rand(rn2); % low-rank part
p = 0.1;
m = p*n1*n2;
temp = rand(n1*n21);
[~I] = sort(temp);
I = I(1:m);
Omega = zeros(n1n2);
Omega(I) = 1;
E = sign(rand(n1n2)-0.5);
S = Omega.*E; % sparse part S = P_Omega(E)
Xn = L+S;
lambda = 1/sqrt(max(n1n2));
opts.loss = ‘l1‘;
opts.DEBUG = 1;
tic
[LhatShatobjerriter] = rpca(Xnlambdaopts);
toc
rel_err_L = norm(L-Lhat‘fro‘)/norm(L‘fro‘)
rel_err_S = norm(S-Shat‘fro‘)/norm(S‘fro‘)
err
iter
%% low rank matrix completion (lrmc) and regularized lrmc
n1 = 100;
n2 = 200;
r = 5;
X = rand(n1r)*rand(rn2);
p = 0.6;
omega = find(rand(n1n2)M = zeros(n1n2);
M(omega) = X(omega);
[Xhatobjerriter] = lrmc(M omega opts);
rel_err_X = norm(Xhat-X‘fro‘)/norm(X‘fro‘)
E = randn(n1n2)/100;
M = X+E;
lambda = 0.1;
[Xhatobjerriter] = lrmcR(M omega lambda opts);
%% low rank representation (lrr)
lambda = 0.001;
opts.loss = ‘l21‘;
tic
[XEobjerriter] = lrr(AAlambdaopts);
toc
obj
err
iter
%% latent LRR (latlrr)
lambda = 0.1;
opts.loss = ‘l1‘;
tic
[ZLobjerriter] = latlrr(Alambdaopts);
toc
obj
err
iter
%% low rank and sparse representation (lrsr)
lambda1 = 0.1;
lambda2 = 4;
opts.loss = ‘l21‘;
tic
[XEobjerriter] = lrsr(ABlambda1lambda2opts);
toc
obj
err
iter
%% improved graph clustering (igc)
n = 100;
r = 5;
X = rand(nr)*rand(rn);
C = rand(size(X));
lambda = 1/sqrt(n);
opts.loss = ‘l1‘;
opts.DEBUG = 1;
tic
[LSobjerriter] = igc(XClambdaopts);
toc
err
iter
%% multi-task low-rank affinity pursuit (mlap)
n1 = 100;
n2 = 200;
K = 10;
X = rand(n1n2K);
lambda = 0.1;
alpha = 0.2;
opts.loss = ‘l1‘;
tic
[ZEobjerriter] = mlap(Xlambdaalphaopts);
toc
err
iter
%% robust multi-view spectral clustering (rmsc)
n = 100;
r = 5;
m = 10;
X = rand(nnm);
lambda = 1/sqrt(n);
opts.loss = ‘l1‘;
opts.DEBUG = 1;
tic
[LSobjerriter] = rmsc(Xlambdaopts);
toc
err
iter
%% sparse spectral clustering (sparsesc)
lambda = 0.001;
n = 100;
X = rand(nn);
W = abs(X‘*X);
I = eye(n);
D = diag(sum(W1));
L = I - sqrt(inv(D
属性 大小 日期 时间 名称
----------- --------- ---------- ----- ----
目录 0 2019-03-31 20:00 ADMM
目录 0 2019-03-31 20:00 ADMM.git
文件 14 2019-03-31 20:00 ADMM.gitignore
文件 301 2019-03-31 20:00 ADMM.gitconfig
文件 73 2019-03-31 20:00 ADMM.gitdesc
文件 23 2019-03-31 20:00 ADMM.gitHEAD
目录 0 2019-03-31 20:00 ADMM.githooks
文件 478 2019-03-31 20:00 ADMM.githooksapplypatch-msg.sample
文件 896 2019-03-31 20:00 ADMM.githookscommit-msg.sample
文件 3327 2019-03-31 20:00 ADMM.githooksfsmonitor-watchman.sample
文件 189 2019-03-31 20:00 ADMM.githookspost-update.sample
文件 424 2019-03-31 20:00 ADMM.githookspre-applypatch.sample
文件 1638 2019-03-31 20:00 ADMM.githookspre-commit.sample
文件 1348 2019-03-31 20:00 ADMM.githookspre-push.sample
文件 4898 2019-03-31 20:00 ADMM.githookspre-reba
文件 544 2019-03-31 20:00 ADMM.githookspre-receive.sample
文件 1492 2019-03-31 20:00 ADMM.githooksprepare-commit-msg.sample
文件 3610 2019-03-31 20:00 ADMM.githooksupdate.sample
文件 5775 2019-03-31 20:00 ADMM.gitindex
目录 0 2019-03-31 20:00 ADMM.gitinfo
文件 240 2019-03-31 20:00 ADMM.gitinfoexclude
目录 0 2019-03-31 20:00 ADMM.gitlogs
文件 183 2019-03-31 20:00 ADMM.gitlogsHEAD
目录 0 2019-03-31 20:00 ADMM.gitlogs
efs
目录 0 2019-03-31 20:00 ADMM.gitlogs
efsheads
文件 183 2019-03-31 20:00 ADMM.gitlogs
efsheadsmaster
目录 0 2019-03-31 20:00 ADMM.gitlogs
efs
emotes
目录 0 2019-03-31 20:00 ADMM.gitlogs
efs
emotesorigin
文件 183 2019-03-31 20:00 ADMM.gitlogs
efs
emotesoriginHEAD
目录 0 2019-03-31 20:00 ADMM.gitob
目录 0 2019-03-31 20:00 ADMM.gitob
............此处省略75个文件信息
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