Online dictionary learning from big data using accelerated stochastic approximation algorithms

Konstantinos Slavakis, Georgios B Giannakis

Research output: Chapter in Book/Report/Conference proceedingConference contribution

14 Scopus citations

Abstract

Applications involving large-scale dictionary learning tasks motivate well online optimization algorithms for generally non-convex and non-smooth problems. In this big data context, the present paper develops an online learning framework by jointly leveraging the stochastic approximation paradigm with first-order acceleration schemes. The generally non-convex objective evaluated online at the resultant iterates enjoys quadratic rate of convergence. The generality of the novel approach is demonstrated in two online learning applications: (i) Online linear regression using the total least-squares approach; and, (ii) a semi-supervised dictionary learning approach to network-wide link load tracking and imputation of real data with missing entries. In both cases, numerical tests highlight the potential of the proposed online framework for big data network analytics.

Original languageEnglish (US)
Title of host publication2014 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2014
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages16-20
Number of pages5
ISBN (Print)9781479928927
DOIs
StatePublished - Jan 1 2014
Event2014 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2014 - Florence, Italy
Duration: May 4 2014May 9 2014

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
ISSN (Print)1520-6149

Other

Other2014 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2014
CountryItaly
CityFlorence
Period5/4/145/9/14

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    Slavakis, K., & Giannakis, G. B. (2014). Online dictionary learning from big data using accelerated stochastic approximation algorithms. In 2014 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2014 (pp. 16-20). [6853549] (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ICASSP.2014.6853549