Multi-innovation stochastic gradient algorithm for multiple-input single-output systems using the auxiliary model.
Yanjun LiuYongsong XiaoXueliang ZhaoPublished in: Appl. Math. Comput. (2009)
Keyphrases
- stochastic gradient
- multiple input
- input data
- cost function
- objective function
- probabilistic model
- prior information
- learning algorithm
- similarity measure
- machine learning
- multiple output
- expectation maximization
- em algorithm
- closed form
- utility maximization
- kalman filter
- parameter estimation
- optimization algorithm
- bayesian framework
- model selection
- optimal solution
- euclidean distance
- monte carlo
- machine learning algorithms
- image set
- convergence rate
- particle swarm optimization
- worst case
- exponentiated gradient