Regularization properties of dual subgradient flow

Dual gradient descent combined with early stopping represents an efficient alternative to the Tikhonov variational approach when the regularizer is strongly convex. However, for many relevant applications, it is crucial to deal with regularizers which are only convex. In this setting, the dual probl...

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Bibliographic Details
Published in:arXiv.org 2023-05
Main Authors: Apidopoulos, Vassilis, Molinari, Cesare, Rosasco, Lorenzo, Villa, Silvia
Format: Article
Language:English
Subjects:
Regularization
Online Access:Get full text
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Summary:Dual gradient descent combined with early stopping represents an efficient alternative to the Tikhonov variational approach when the regularizer is strongly convex. However, for many relevant applications, it is crucial to deal with regularizers which are only convex. In this setting, the dual problem is non smooth, and dual gradient descent cannot be used. In this paper, we study the regularization properties of a subgradient dual flow, and we show that the proposed procedure achieves the same recovery accuracy as penalization methods, while being more efficient from the computational perspective.
ISSN:2331-8422