A Note on Sparse Generalized Eigenvalue Problem

Authors: Yunfeng Cai, Guanhua Fang, Ping Li

NeurIPS 2021 | Conference PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Experimental Extensive numerical experiments corroborate our theoretical findings via using alternating direction method of multipliers (ADMM)-based computational method.
Researcher Affiliation Industry Yunfeng Cai, Guanhua Fang, Ping Li Cognitive Computing Lab Baidu Research No. 10 Xibeiwang East Road, Beijing 100193, China 10900 NE 8th St. Bellevue, Washington 98004, USA {yunfengcai, guanhuafang, liping11}@baidu.com
Pseudocode Yes For computational purpose, we consider to solve (P1 ) by using the alternating direction method of multipliers (ADMM, [37, 21]). Specifically, we relax the problem (P1 ) by reformulating it to min x,y,z L(x, z, y), s.t. x T e Bx = 1, x 0 sn, (14) ... By formulation (14), we can optimize the objective function with respect to each variable iteratively. The steps for updating x, y, z are described as follows. i Update x: ... ii Update z: ... iii Update y: ... We call the above procedure as non convex-SGEP (NC-SGEP) algorithm.
Open Source Code No The paper does not provide concrete access to source code for the methodology described in this paper.
Open Datasets No The paper does not provide concrete access information (specific link, DOI, repository name, formal citation with authors/year, or reference to established benchmark datasets) for a publicly available or open dataset. It describes generating synthetic data: "We sample n data which follows N(0, A) and sample another n data which follows N(0, B)."
Dataset Splits No The paper does not provide specific dataset split information (exact percentages, sample counts, citations to predefined splits, or detailed splitting methodology) needed to reproduce the data partitioning.
Hardware Specification No The paper does not provide specific hardware details (exact GPU/CPU models, processor types with speeds, memory amounts, or detailed computer specifications) used for running its experiments.
Software Dependencies No The paper does not provide specific ancillary software details (e.g., library or solver names with version numbers like Python 3.8, CPLEX 12.4) needed to replicate the experiment.
Experiment Setup Yes Each setting is repeated for 100 times with fixed choice of λ = 0.3, η = 1, sn = 25. ... we let dimension p grow from 16 to 256, fix the sample size n = 100 and set λ = 0.5, η = 1 and sn = 50.