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Valider 14890035 rédigé par Gwen Samain's avatar Gwen Samain
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[main.tex] Fix slides not fitting in one screen.

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......@@ -618,7 +618,7 @@
\item primal-dual proximal algorithms: Chambolle-Pock\footnote[frame]{\cite{Chambolle2011}}, Condat-Vu,
\item coordinate descent algorithms\footnote[frame]{\cite{Friedman07}},
\item active set algorithms\footnote[frame]{\cite{Lee_NIPS2006_featuresign}},
\item homotopy continuation algorithms\footnote[frame]{\cite{Osborne_homotopy}},
\item homotopy continuation\footnote[frame]{\cite{Osborne_homotopy}},
\item $\dots$
\end{itemize}
\end{column}
......@@ -1483,36 +1483,36 @@ $\rho = 0.92$ & $\rho = 0.8$ & $\rho = 0.7$\\
\begin{frame}
\frametitle{Screening method: reduce the dimension}
\begin{equation*}
\min_{\xb \in \mathbb{R}^Q} P(\xb) := \highlight{pink}{\tfrac{1}{2} {\|\yb - \Av_{\Si} \xb_{\Si} - \Av_{\Sb} \xb_{\Sb}\|}_2^2} + \highlight{lime}{\mu |\Si|} + \textcolor{blue}{\tfrac{\mu}{M} {\|\xb_{\Sb}\|}_1} \; \text{s.t.} \; \highlight{lime}{\left \{ \begin{matrix} {\|\xb\|}_{\infty} \leq M\\ \xb_{\So} = 0 \end{matrix} \right .} .
\begin{align*}
\min_{\xb \in \mathbb{R}^Q} P(\xb) &:= \highlight{pink}{\tfrac{1}{2} {\|\yb - \Av_{\Si} \xb_{\Si} - \Av_{\Sb} \xb_{\Sb}\|}_2^2} + \highlight{lime}{\mu |\Si|} + \textcolor{blue}{\tfrac{\mu}{M} {\|\xb_{\Sb}\|}_1} \; \text{s.t.} \; \highlight{lime}{\left \{ \begin{matrix} {\|\xb\|}_{\infty} \leq M\\ \xb_{\So} = 0 \end{matrix} \right .}\\
%\label{pb:l2pl1_M:node}
%\tag{$\mathcal{P}_{2+1}^{\textbf{N}}$}
\end{equation*}
\begin{equation*}
\max_{\wb \in \mathbb{R}^N} D(\wb) := \highlight{pink}{- \tfrac{1}{2} ({\|\wb+\yb\|}_2^2 - {\|\yb\|}_2^2)}
%\end{equation*}
%
%\begin{equation*}
\max_{\wb \in \mathbb{R}^N} D(\wb) &:= \highlight{pink}{- \tfrac{1}{2} ({\|\wb+\yb\|}_2^2 - {\|\yb\|}_2^2)}
+ \highlight{lime}{\mu |\Si|- M {\|\Av_{\Si}^T \wb\|}_1 - M\sum_{i \in \Sb} \left [|\ab_i^T \wb| - \tfrac{\mu}{M} \right]_+}
\end{equation*}
\end{align*}
There is, using Kuhn-Tucker optimality conditions:
$\left |\ab_i^T \wb^\star \right| < \tfrac{\mu}{M} \implies x_i^\star = \mathbf{0}$.
\pause
\begin{columns}[c]
\begin{column}{.7\linewidth}
Idea of screening: extend the implication to other points than $w^\star$:
Idea of screening: extend it to any $\wb$,
\begin{equation*}
\text{If } \exists \wb \text{ s.t. } \left |\ab_i^T \wb \right| < \tfrac{\mu}{M} - r \text{ then } \xb_i^\star = 0 .
\end{equation*}
\end{column}
\begin{column}{.3\linewidth}
\begin{tikzpicture}
\draw (0, 0) circle (1.2cm);
\draw (0, 0) circle (1cm);
\draw[fill] (0, 0) circle (0.2mm);
\node (origin) at (-0.2,0.1) {$w$};
\draw[fill] (0.7, 0.7) circle (0.2mm);
\node (wstar) at (0.5, 0.78) {$w^\star$};
\draw[<->] (0,-0.03) -- (0,-1.18);
\node (radius) at (0.1, -0.7) {$r$};
\draw[fill] (0.4, 0.6) circle (0.2mm);
\node (wstar) at (0.3, 0.75) {$w^\star$};
\draw[<->] (0,-0.03) -- (0,-0.99);
\node (radius) at (0.1, -0.5) {$r$};
\end{tikzpicture}
\end{column}
\end{columns}
......@@ -1949,8 +1949,7 @@ and monitor convergence empirically.
\end{frame}
\begin{frame}
\frametitle{Numerical experiments}
\framesubtitle{Groups of size 4}
\frametitle{Numerical experiments: groups of size 4}
\begin{figure}
\centering
\begin{tabular}{ccc}
......
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