search

DataSlingers / clustRviz

Compute Convex (Bi)Clustering Solutions via Algorithmic Regularization
https://DataSlingers.github.io/clustRviz/
GNU General Public License v3.0
19 stars 14 forks source link

Investigate Exact ADMM for Bi-Clustering #95

Open michaelweylandt opened 5 years ago

michaelweylandt commented 5 years ago

Test and Implement the new CBASS based on https://arxiv.org/abs/1901.06075

michaelweylandt commented 4 years ago

In PR #112, @dansenglund implemented the generalized ADMM from the paper above. It may be worth comparing it to the exact ADMM proposed in the same paper. The generalized ADMM avoids a Sylvester equation and so was easier to implemented, but the exact ADMM has faster per iteration convergence and fewer tuning parameters, so may be more suitable for an algorithmic regularization approach.

This may require additional features in Eigen or a move to Armadillo which already supports Sylvester equations.