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Automatic Meta-graph Selection The original cost function of FM min WV ∑(y-yw n=1 四w=1+2wx+∑∑,v)x i=1j=i+1 °+ group lasso 0(w)=∑|wlv)=∑V|2 L meta-graphs nonmonotonous accelerated In side meta-graph: L2 norm proximal gradient(nmAPG) Between meta-graphs: L1 normalgorithm Li and Lin, NIPS'15Automatic Meta-graph Selection • The original cost function of FM • + group lasso: 42 L meta-graphs • In side meta-graph: L2 norm • Between meta-graphs: L1 norm nonmonotonous accelerated proximal gradient (nmAPG) algorithm [Li and Lin, NIPS'15]
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