On Sun, Mar 18, 2018 at 08:15:57PM +0000, LI Xuran wrote: > Dear Ryan, > > > I am currently working on my proposal for the Fixes to MVU and low-rank > semidefinite programs and have come up with the following ideas: > 1.generate random simple dataset, and compare normal MVU with MVU +LRSDP on > it. do visualization of the procedure and the result in 2d/3d. > 2. write unit tests and substitution for the original code in mlpack's MVU > implementation and check their correctness over processing of the above > datasets. > 3. base on the observation of the result of 1 and 2, create datasets that > particularly points out the issue ... and check step by step on that sample > 4.(or maybe datasets with a special property such that it should always > converge by an implementation of MVU + LRSDP and check if the expected > result is met ) > > do you think any of the above ideas worth a try?
Hi Daniel, This sounds like a good start. A key point is that MVU does converge with regular SDP solvers, so a sanity check might be to implement MVU with mlpack's PrimalDualSolver and see if this works, to be sure that there are no bugs in the MVU implementation itself. The debugging of the LRSDP is likely to be very difficult, and I'd suggest that you spend a long time reading about semidefinite programming as well as the Monteiro-Burer papers about LRSDP, in order to formulate a plan of action for how to debug the solver when it is not converging. Thanks, Ryan -- Ryan Curtin | "Do I sound like I'm ordering a pizza?" [email protected] | - John McClane _______________________________________________ mlpack mailing list [email protected] http://knife.lugatgt.org/cgi-bin/mailman/listinfo/mlpack
