How to get W* form minimize function
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I need help to solve this equation
$$min_{W} ||XW-X||_F^2+p_1||W||_1+p_2R(W), W>=0$$
X size dxn (d = number of feature & n = number of data)
Example input:
X is random matrix 3x5
$$R(W)=Tr(W^TX^TLXW)$$
L = laplacian matrix
Close solution W
$$W=(X^TX+pI)^-1+X^TX$$
Result:
W* (W* is matrix nxn/5x5)
For complete journal : http://www.massey.ac.nz/~rwang/publications/17-TNNLS-Zhang.pdf
optimization matrix-equations least-squares
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add a comment |
$begingroup$
I need help to solve this equation
$$min_{W} ||XW-X||_F^2+p_1||W||_1+p_2R(W), W>=0$$
X size dxn (d = number of feature & n = number of data)
Example input:
X is random matrix 3x5
$$R(W)=Tr(W^TX^TLXW)$$
L = laplacian matrix
Close solution W
$$W=(X^TX+pI)^-1+X^TX$$
Result:
W* (W* is matrix nxn/5x5)
For complete journal : http://www.massey.ac.nz/~rwang/publications/17-TNNLS-Zhang.pdf
optimization matrix-equations least-squares
$endgroup$
$begingroup$
I can't really tell what your question is. Are you asking for help with understanding a particular part of the paper you've referenced? Or is this a separate problem for which that paper is a reference?
$endgroup$
– postmortes
Jan 15 at 8:21
$begingroup$
I need help to understanding how to get W*
$endgroup$
– Adit Saputra
Jan 15 at 8:27
add a comment |
$begingroup$
I need help to solve this equation
$$min_{W} ||XW-X||_F^2+p_1||W||_1+p_2R(W), W>=0$$
X size dxn (d = number of feature & n = number of data)
Example input:
X is random matrix 3x5
$$R(W)=Tr(W^TX^TLXW)$$
L = laplacian matrix
Close solution W
$$W=(X^TX+pI)^-1+X^TX$$
Result:
W* (W* is matrix nxn/5x5)
For complete journal : http://www.massey.ac.nz/~rwang/publications/17-TNNLS-Zhang.pdf
optimization matrix-equations least-squares
$endgroup$
I need help to solve this equation
$$min_{W} ||XW-X||_F^2+p_1||W||_1+p_2R(W), W>=0$$
X size dxn (d = number of feature & n = number of data)
Example input:
X is random matrix 3x5
$$R(W)=Tr(W^TX^TLXW)$$
L = laplacian matrix
Close solution W
$$W=(X^TX+pI)^-1+X^TX$$
Result:
W* (W* is matrix nxn/5x5)
For complete journal : http://www.massey.ac.nz/~rwang/publications/17-TNNLS-Zhang.pdf
optimization matrix-equations least-squares
optimization matrix-equations least-squares
edited Jan 15 at 8:30
Adit Saputra
asked Jan 15 at 8:17
Adit SaputraAdit Saputra
13
13
$begingroup$
I can't really tell what your question is. Are you asking for help with understanding a particular part of the paper you've referenced? Or is this a separate problem for which that paper is a reference?
$endgroup$
– postmortes
Jan 15 at 8:21
$begingroup$
I need help to understanding how to get W*
$endgroup$
– Adit Saputra
Jan 15 at 8:27
add a comment |
$begingroup$
I can't really tell what your question is. Are you asking for help with understanding a particular part of the paper you've referenced? Or is this a separate problem for which that paper is a reference?
$endgroup$
– postmortes
Jan 15 at 8:21
$begingroup$
I need help to understanding how to get W*
$endgroup$
– Adit Saputra
Jan 15 at 8:27
$begingroup$
I can't really tell what your question is. Are you asking for help with understanding a particular part of the paper you've referenced? Or is this a separate problem for which that paper is a reference?
$endgroup$
– postmortes
Jan 15 at 8:21
$begingroup$
I can't really tell what your question is. Are you asking for help with understanding a particular part of the paper you've referenced? Or is this a separate problem for which that paper is a reference?
$endgroup$
– postmortes
Jan 15 at 8:21
$begingroup$
I need help to understanding how to get W*
$endgroup$
– Adit Saputra
Jan 15 at 8:27
$begingroup$
I need help to understanding how to get W*
$endgroup$
– Adit Saputra
Jan 15 at 8:27
add a comment |
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$begingroup$
I can't really tell what your question is. Are you asking for help with understanding a particular part of the paper you've referenced? Or is this a separate problem for which that paper is a reference?
$endgroup$
– postmortes
Jan 15 at 8:21
$begingroup$
I need help to understanding how to get W*
$endgroup$
– Adit Saputra
Jan 15 at 8:27