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Record W4403191597 · doi:10.1007/s10589-024-00604-5

The indefinite proximal gradient method

2024· article· en· W4403191597 on OpenAlexafffund
Geoffroy Leconte, Dominique Orban

Bibliographic record

VenueComputational Optimization and Applications · 2024
Typearticle
Languageen
FieldMathematics
TopicNumerical methods in inverse problems
Canadian institutionsPolytechnique MontréalGroup for Research in Decision Analysis
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsMathematicsProximal Gradient MethodsApplied mathematicsMathematical optimizationGeometryRegular polygonConvex function

Abstract

fetched live from OpenAlex

We introduce a monotone and a non-monotone variant of the proximal gradient method in which the quadratic term is diagonal but may be indefinite, and is safeguarded by a trust region. Our method is a special case of the proximal quasi-Newton trust-region method of Aravkin et al. (SIAM J Optim 32(2):900–929, 2022). We provide closed-form solution of the step computation in certain cases where the nonsmooth term is separable and the trust region is defined in the infinity norm, so that no iterative subproblem solver is required. Our analysis expands upon that of (Aravkin et al. in SIAM J Optim 32(2):900–929, 2022) by generalizing the trust-region approach to problems with bound constraints. We provide an efficient open-source implementation of our method, named TRDH, in the Julia language in which Hessians approximations are given by diagonal quasi-Newton updates. TRDH evaluates one standard proximal operator and one indefinite proximal operator per iteration. We also analyze and implement a variant named iTRDH that performs a single indefinite proximal operator evaluation per iteration. We establish that iTRDH enjoys the same asymptotic worst-case iteration complexity as TRDH. We report numerical experience on unconstrained and bound-constrained problems, where TRDH and iTRDH are used both as standalone and subproblem solvers. Our results illustrate that, as standalone solvers, TRDH and iTRDH improve upon the quadratic regularization method R2 of (Aravkin et al. in SIAM J Optim 32(2):900–929, 2022) but also sometimes upon their quasi-Newton trust-region method, referred to here as TR-R2, in terms of smooth objective value and gradient evaluations. On challenging nonnegative matrix factorization, binary classification and data fitting problems, TRDH and iTRDH used as subproblem solvers inside TR improve upon TR-R2 for at least one choice of diagonal approximation and memory parameter.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.004
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.004
Threshold uncertainty score0.014

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.004
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0000.002
Scholarly communication0.0010.002
Open science0.0010.002
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0040.002

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.055
GPT teacher head0.381
Teacher spread0.326 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations4
Published2024
Admission routes2
Has abstractno

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