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A unified theory of adaptive stochastic gradient descent as Bayesian filtering.
Laurence Aitchison
Published in:
CoRR (2018)
Keyphrases
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stochastic gradient descent
bayesian filtering
loss function
least squares
matrix factorization
kalman filter
step size
particle filtering
random forests
multiple kernel learning
online algorithms
three dimensional
maximum likelihood
support vector machine
pairwise
image processing
weight vector
support vector