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Class Project: Alternating Direction Augmented Lagrangian for Probabilistic Semidefinite Models Date: Dec 2010 Based on: 1. Crammer and Globerson. Discriminative learning via probabilistic semidefinite models. In: UAI, 2006. 2. Wen, Goldfarb, and Yin. Alternating Direction Augmented Lagrangian Methods for Semidefinite Programming. Mathematical Programming Computation, 2009. The code implements the alternating direction methods in [2] to solve a 2-class version of the model in [1]. Code is online mainly for my reference. It is licensed under GPLv2 for non-commercial research purposes only. The experiments were run on the Yale and AT&T faces datasets.
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Face recognition using a Probabilistic Semidefinite Model trained using an Alternating Direction Augmented Lagrangian method
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