An analytical model for the constrained stochastic gradient algorithm.

Javier E. Kolodziej Orlando José Tobias Rui Seara Dennis R. Morgan

Published in: EUSIPCO (2008)

Keyphrases

stochastic gradient
analytical model
np hard
cost function
worst case
kalman filter
learning algorithm
optimization algorithm
machine learning
decision trees
missing data
monte carlo
importance sampling
exponentiated gradient