pokutta
commented
3 years ago As discussed, we need an implementation of vanilla FW which maintains the current iterate as a set of atoms and convex combinations.
This could make the nuclear norm problems more stable by explicitly representing a low-rank matrix as a weighted sum of rank 1, while the current results has a lot of near-zero singular values
already implemented: run afw with "awaySteps = false" - then it is effectively vanillaFW + activeSet
matbesancon
As discussed, we need an implementation of vanilla FW which maintains the current iterate as a set of atoms and convex combinations.
This could make the nuclear norm problems more stable by explicitly representing a low-rank matrix as a weighted sum of rank 1, while the current results has a lot of near-zero singular values