Uncovering Shared Structures in Multiclass Classification

by Yonatan Amit, Michael Fink, Nathan Srebro and Shimon Ullman

In this paper, we have Srebro, one of the authors of previous papers on MMMF. Now we are finding linear projection, a matrix W. To get a good projection, they define a loss function:

which is regularized by the norm of W. Thus we have,

But, they argue the Frobenius norm can be substituted for the trace norm, resulted in the following problem which is formally the same as MMMF:

After analyzing the dual problem of the equation above, it is found out the problem can be kernelized as

Then to solve these problem, SDP or PR-GC can be used.