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I am trying to implement a dictionary learning based objective function. I have created two models as follows:

1) $||X_{s} - Y_{s}D_{s}||_{F}^{2} + \lambda_{1}(||D_{s}||_{F}^{2} - 1)$

2) $||X_{s} - Y_{s}D_{s}||_{F}^{2} + \lambda_{1}(||D_{s}||_{F}^{2} - 1) + \lambda_{2}||D_{s}||_{F}^{2}$

where the first term is the reconstruction loss and the regularization term puts a constraint on values that $D_{s}$ may assume.

In my opinion, the last term i.e. $\lambda_{2}||D_{s}||_{F}^{2}$ in the second model is extraneous because we have already ensured a similar constraint in the first model using $\lambda_{1}(||D_{s}||_{F}^{2} - 1)$.

Any comments ?

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1 Answer 1

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You are right, the optimization problem is equivalent.

$\arg \min ( ||X_s−Y_sD_s||^2_F+λ_1(||D_s||^2_F−1)+λ_2||D_s||^2_F )$ = $\arg \min ( ||X_s−Y_sD_s||^2_F+(λ_1+λ_2)||D_s||^2_F-λ_1 ) $ = $\arg \min ( ||X_s−Y_sD_s||^2_F+(λ_1+λ_2)||D_s||^2_F) $ = $\arg \min ( ||X_s−Y_sD_s||^2_F+\tilde{λ}_1||D_s||^2_F ) $

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  • $\begingroup$ (1) Why are you maximizing the objective?? (2) What happened to the $-\lambda_1$ term at the end? $\endgroup$
    – whuber
    May 19, 2020 at 11:30
  • $\begingroup$ (1) sorry, meant arg min (2) $\lambda_1$ is a constant, it doesn't affect the result of the arg min $\endgroup$
    – elliotp
    May 19, 2020 at 12:54
  • $\begingroup$ Thanks for the clarification of (2): I wasn't sure whether you were considering either of the $\lambda_i$ to be variables. $\endgroup$
    – whuber
    May 19, 2020 at 15:05

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