Adaptive step size selection for optimization via the ski rental problem.
Amirali AghazadehAli AyremlouDaniel D. CalderonTom GoldsteinRaajen PatelDivyanshu VatsRichard G. BaraniukPublished in: ICASSP (2013)
Keyphrases
- step size
- variable step size
- steepest descent method
- faster convergence
- adaptive filter
- convergence rate
- line search
- cost function
- stochastic gradient descent
- convergence speed
- optimization problems
- least mean square
- global optimum
- evolutionary programming
- global convergence
- global optimization
- optimization method
- optimization algorithm
- feature extraction
- image data
- image segmentation
- gradient method
- differential evolution
- hessian matrix
- feature selection