A Fully Online Approach for Covariance Matrices Estimation of Stochastic Gradient Descent Solutions.
Wanrong ZhuXi ChenWei Biao WuPublished in: CoRR (2020)
Keyphrases
- covariance matrices
- stochastic gradient descent
- covariance matrix
- online algorithms
- maximum likelihood
- online learning
- matrix factorization
- gaussian distribution
- vector space
- importance sampling
- loss function
- least squares
- gaussian mixture model
- distance measure
- density estimation
- lower bound
- image processing
- learning algorithm
- closed form
- sample size
- gaussian mixture