论文标题
有效的交替交替的Riemannian/投影梯度下降算法,用于公平主体组件分析
An Efficient Alternating Riemannian/Projected Gradient Descent Ascent Algorithm for Fair Principal Component Analysis
论文作者
论文摘要
公平的主成分分析(FPCA)是信号处理和机器学习中普遍存在的降低技术的一种降低技术,旨在为公平性寻找高维数据集的低维表示。 FPCA问题涉及优化在Stiefel歧管上的非凸和非平滑函数。解决该问题的最新方法是亚级别方法和基于半决赛的方法。但是,这两种方法具有明显的局限性,因此仅适合在特殊情况下有效解决FPCA问题。本文旨在开发有效的算法,以解决一般的FPCA问题,尤其是大规模的设置。在本文中,我们首先将FPCA转换为Stiefel歧管上平滑的非凸线性最小优化问题。为了解决上述一般问题,我们提出了有效的交替交替的Riemannian/投影梯度下降(ARPGDA)算法,该算法在每次迭代时执行了Riemannian梯度下降步骤和普通的预测梯度上升步骤。我们证明,在$ \ Mathcal {o}(\ Varepsilon^{ - 3})$ iterations $ iterations $ therpgda可以在上述问题中找到上述问题的$ \ varepsilon $ -Stationary点。仿真结果表明,与最先进的方法相比,我们提出的ARPGDA算法可以在解决FPCA问题的解决方案质量和速度方面取得更好的性能。
Fair principal component analysis (FPCA), a ubiquitous dimensionality reduction technique in signal processing and machine learning, aims to find a low-dimensional representation for a high-dimensional dataset in view of fairness. The FPCA problem involves optimizing a non-convex and non-smooth function over the Stiefel manifold. The state-of-the-art methods for solving the problem are subgradient methods and semidefinite relaxation-based methods. However, these two types of methods have their obvious limitations and thus are only suitable for efficiently solving the FPCA problem in special scenarios. This paper aims at developing efficient algorithms for solving the FPCA problem in general, especially large-scale, settings. In this paper, we first transform FPCA into a smooth non-convex linear minimax optimization problem over the Stiefel manifold. To solve the above general problem, we propose an efficient alternating Riemannian/projected gradient descent ascent (ARPGDA) algorithm, which performs a Riemannian gradient descent step and an ordinary projected gradient ascent step at each iteration. We prove that ARPGDA can find an $\varepsilon$-stationary point of the above problem within $\mathcal{O}(\varepsilon^{-3})$ iterations. Simulation results show that, compared with the state-of-the-art methods, our proposed ARPGDA algorithm can achieve a better performance in terms of solution quality and speed for solving the FPCA problems.