Natural Gradient Approach for Linearly Constrained Continuous Optimization.
Youhei AkimotoShinichi ShirakawaPublished in: PPSN (2014)
Keyphrases
- continuous optimization
- linearly constrained
- natural gradient
- linear constraints
- learning rate
- independent component analysis
- blind source separation
- variational inequalities
- optimization methods
- fixed point
- simulated annealing
- policy gradient
- metaheuristic
- linear models
- optimization strategy
- sensitivity analysis
- optimization problems
- convergence rate
- convex sets
- machine learning
- regression model
- non stationary
- optimal solution
- objective function
- learning algorithm