ALS
Alternating Least Squares.
ALSOS
Alternating Least Squares with Optimal Scaling.
Alternating Least Squares
Block relaxation of a least squares loss function.
Alternating Least Squares with Optimal Scaling
Least Squares with data transformations.
Augmentation Algorithm
Minimize a function by introducing additonal variables in block relaxation.
Augmentation Method
Minimize a function by introducing additonal variables in block relaxation.
Block Relaxation Algorithm
Minimize a function over alternating blocks of variables.
Block Relaxation Method
Minimize a function over alternating blocks of variables.
Gauss-Newton Method
Minimizing linear-quadratic Taylor approximation to least squares loss function.
Iteration Function
Function defining the update in a step of an iterative algorithm.
Iteration Jacobian
Derivative of the iteration function.
Iteration Map
Point-to-set map defining the possible updates in a step of an iterative algorithm.
Iteration Rate
Largest eigenvalue, in modulus, of the iteration Jacobian. Same as Iteration Spectral Radius.
Iteration Spectral Radius
Largest eigenvalue, in modulus, of the iteration Jacobian.
Majorization Algorithm
Minimize a function by iteratively minimizing majorizations.
- 6.4. Nestorov Majorization
- 4.1.2. Aspects of Correlation Matrices
- 4.1.4. Gpower
- 4.1.3. Partially Observed Linear Systems
- 8.2.2. Univariate Cubics
- 8.4. Sublevel Majorization
- 8.2. Majorization in the Neighborhood
- 8.3. Proximal Point Majorization
- 8.2.3. Majorization on a Sphere
- 1.2.3. Majorization Algorithms
- 1.3.1. Concave-Convex Procedure
- 1.5.2. Cubics and Quartics
- 1.3.2. Generalized Weiszfeld Methods
- 5.3. Convergence
- 7.5.1. The Cosine
- 7.3.1. Existence
Majorization Method
Minimize a function by iteratively minimizing majorizations.
MM Algorithm
Majorization/Minimization or Minorization/Maximization Algorithm.
MM Method
Majorization/Minimization or Minorization/Maximization Algorithm.
Nesterov Majorization
Majorize a function by bounding the cubic term in the Taylor series.
Newton's Method
Minimizing quadratic Taylor approximation to function.