Entropy-Penalized Semidefinite Programming.

Mikhail Krechetov Jakub Marecek Yury Maximov Martin Takác

Published in: IJCAI (2019)

Keyphrases

semidefinite programming
linear programming
interior point methods
kernel matrix
least squares
semidefinite
primal dual
positive semidefinite
maximum likelihood
maximum margin
small number
model selection
loss function
variable selection
kernel methods
low rank
decision trees
cross validation
optimal solution