Fully Adaptive Dictionary for Online Correntropy Kernel Learning Using Proximal Methods

2021 ◽  
pp. 114976
Author(s):  
Michael S. Duarte ◽  
Guilherme A. Barreto
Author(s):  
Guo ◽  
Xiaoqian Zhang ◽  
Zhigui Liu ◽  
Xuqian Xue ◽  
Qian Wang ◽  
...  

Author(s):  
Alexander Haberl ◽  
Dirk Praetorius ◽  
Stefan Schimanko ◽  
Martin Vohralík

AbstractWe consider a second-order elliptic boundary value problem with strongly monotone and Lipschitz-continuous nonlinearity. We design and study its adaptive numerical approximation interconnecting a finite element discretization, the Banach–Picard linearization, and a contractive linear algebraic solver. In particular, we identify stopping criteria for the algebraic solver that on the one hand do not request an overly tight tolerance but on the other hand are sufficient for the inexact (perturbed) Banach–Picard linearization to remain contractive. Similarly, we identify suitable stopping criteria for the Banach–Picard iteration that leave an amount of linearization error that is not harmful for the residual a posteriori error estimate to steer reliably the adaptive mesh-refinement. For the resulting algorithm, we prove a contraction of the (doubly) inexact iterates after some amount of steps of mesh-refinement/linearization/algebraic solver, leading to its linear convergence. Moreover, for usual mesh-refinement rules, we also prove that the overall error decays at the optimal rate with respect to the number of elements (degrees of freedom) added with respect to the initial mesh. Finally, we prove that our fully adaptive algorithm drives the overall error down with the same optimal rate also with respect to the overall algorithmic cost expressed as the cumulated sum of the number of mesh elements over all mesh-refinement, linearization, and algebraic solver steps. Numerical experiments support these theoretical findings and illustrate the optimal overall algorithmic cost of the fully adaptive algorithm on several test cases.


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