Stochastic Gradient Algorithm for Multi-input Systems Based on the Auxiliary Model.
Yuwu LiaoXianfang WangRuifeng DingPublished in: CSSE (1) (2008)
Keyphrases
- stochastic gradient
- probabilistic model
- input data
- cost function
- objective function
- learning algorithm
- utility maximization
- bayesian framework
- parameter estimation
- linear model
- np hard
- optimal solution
- similarity measure
- optimization algorithm
- monte carlo
- expectation maximization
- convergence rate
- em algorithm
- closed form
- prior information