Notice: The reproducibility variables underlying each score are classified using an automated LLM-based pipeline, validated against a manually labeled dataset. LLM-based classification introduces uncertainty and potential bias; scores should be interpreted as estimates. Full accuracy metrics and methodology are described in [1].

ADMM for Structured Fractional Minimization

Authors: Ganzhao Yuan

ICLR 2025 | Venue PDF | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Experimental Extensive experiments on synthetic and real-world datasets, including sparse Fisher discriminant analysis, robust Sharpe ratio minimization, and robust sparse recovery, demonstrate the effectiveness of our approach.
Researcher Affiliation Academia Ganzhao Yuan Peng Cheng Laboratory, China EMAIL
Pseudocode Yes We summarize FADMM-D and FADMM-Q in Algorithm 1, and provide the following remarks.
Open Source Code No The corresponding MATLAB code is available on the author s research webpage.
Open Datasets Yes We incorporate a set of 8 datasets into our experiments, comprising both randomly generated and publicly available real-world data. Appendix Section I describes how to generate the data used in the experiments. (https://www.csie.ntu.edu.tw/~cjlin/libsvm/).
Dataset Splits No The paper describes how the data is generated and selected, for instance, "Q R m d is constructed by randomly selecting m examples and d dimensions from the original real-world dataset," but it does not specify any training, validation, or test splits.
Hardware Specification Yes All methods are implemented in MATLAB on an Intel 2.6 GHz CPU with 64 GB RAM.
Software Dependencies No The paper states, "All methods are implemented in MATLAB," but does not provide a specific version number for MATLAB or any other software dependencies.
Experiment Setup Yes For all SPGM and FADMM, we consider the default parameter settings (ξ, θ, p, χ) = (1/2, 1.01, 1/3, 2 1 + ξ+10 14). For SPM, we use the default diminishing step size ηt = 1/βt, where βt is the same penalty parameter as in SPGM and FADMM. ... We examine two fixed small step sizes, γ (10 3, 10 4), leading to two variants: FSA-I and FSA-II. For sparse Fisher Discriminant Analysis, we set β0 = 100ρ.