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New perspectives on \(k\)-support and cluster norms. (English) Zbl 1392.68356

Summary: We study a regularizer which is defined as a parameterized infimum of quadratics, and which we call the box-norm. We show that the \(k\)-support norm, a regularizer proposed by Argyriou et al. (2012) for sparse vector prediction problems, belongs to this family, and the box-norm can be generated as a perturbation of the former. We derive an improved algorithm to compute the proximity operator of the squared box-norm, and we provide a method to compute the norm. We extend the norms to matrices, introducing the spectral \(k\)-support norm and spectral box-norm. We note that the spectral box-norm is essentially equivalent to the cluster norm, a multitask learning regularizer introduced by Jacob et al. (2009a), and which in turn can be interpreted as a perturbation of the spectral \(k\)-support norm. Centering the norm is important for multitask learning and we also provide a method to use centered versions of the norms as regularizers. Numerical experiments indicate that the spectral \(k\)-support and box-norms and their centered variants provide state of the art performance in matrix completion and multitask learning problems respectively.

MSC:

68T05 Learning and adaptive systems in artificial intelligence
15A83 Matrix completion problems
62H30 Classification and discrimination; cluster analysis (statistical aspects)
62J07 Ridge regression; shrinkage estimators (Lasso)
90C25 Convex programming

Software:

UNLocBoX; DeCAF