Výsledky vyhľadávania - Doubly stochastic gradient algorithm

New Scalable and Efficient Online Pairwise Learning Algorithm Autor Gu, Bin, Bao, Runxue, Zhang, Chenkang, Huang, Heng

“… To address this challenging problem, in this article, we propose a dynamic doubly stochastic gradient algorithm (D2SG…”
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Pseudo-gradient algorithm for identification of doubly stochastic cylindrical image model Autor Krasheninnikov, Victor, Kuvayskova, Yuliya, Subbotin, Alexey

“… The peculiarity of the domain for specifying such images requires its consideration in their models and processing algorithms…”
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Accelerated Doubly Stochastic Gradient Algorithm for Large-scale Empirical Risk Minimization Autor Shen, Zebang, Qian, Hui, Mu, Tongzhou, Zhang, Chao

“… In this paper, we propose a doubly stochastic algorithm with a novel accelerating multi-momentum technique to solve large scale empirical risk minimization problem for learning tasks…”
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Faster doubly stochastic functional gradient by gradient preconditioning for scalable kernel methods Autor Zhang, Zhuan, Zhou, Shuisheng, Yang, Ting, Zhang, Junna

“…The doubly stochastic functional gradient descent algorithm (DSG) that is memory friendly and computationally efficient can effectively scale up kernel methods…”
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Scalable Kernel Ordinal Regression via Doubly Stochastic Gradients Autor Gu, Bin, Geng, Xiang, Li, Xiang, Shi, Wanli, Zheng, Guansheng, Deng, Cheng, Huang, Heng

“… Doubly stochastic gradient (DSG) is a very efficient and scalable kernel learning algorithm that combines random feature approximation with stochastic functional optimization…”
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A new large-scale learning algorithm for generalized additive models Autor Gu, Bin, Zhang, Chenkang, Huo, Zhouyuan, Huang, Heng

“… After that, we propose a wrapper algorithm to optimize the generalized additive models. Importantly, we introduce a doubly stochastic gradient algorithm (DSG…”
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Stochastic gradient descent for hybrid quantum-classical optimization Autor Sweke, Ryan, Wilde, Frederik, Meyer, Johannes, Schuld, Maria, Faehrmann, Paul K., Meynard-Piganeau, Barthélémy, Eisert, Jens

“…Within the context of hybrid quantum-classical optimization, gradient descent based optimizers typically require the evaluation of expectation values with respect to the outcome of parameterized quantum circuits…”
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Asynchronous Parallel Large-Scale Gaussian Process Regression Autor Dang, Zhiyuan, Gu, Bin, Deng, Cheng, Huang, Heng

“… To address this challenging problem, in this article, we propose an asynchronous doubly stochastic gradient algorithm to handle the large-scale training of GPR…”
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Gradient-free method for distributed multi-agent optimization via push-sum algorithms Autor Yuan, Deming, Xu, Shengyuan, Lu, Junwei

“…‐doubly stochastic matrix. We present a distributed method that employs gradient‐free oracles and push…”
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Block-Randomized Stochastic Proximal Gradient for Low-Rank Tensor Factorization Autor Fu, Xiao, Ibrahim, Shahana, Wai, Hoi-To, Gao, Cheng, Huang, Kejun

“… However, existing stochastic CPD algorithms are not flexible to incorporate a variety of constraints/regularization terms that are of interest in signal and data analytics…”
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Accelerated Doubly Stochastic Gradient Descent for Tensor CP Decomposition Autor Wang, Qingsong, Cui, Chunfeng, Han, Deren

“…In this paper, we focus on the acceleration of doubly stochastic gradient descent method for computing the CANDECOMP/PARAFAC (CP…”
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Randomized Gradient-Free Distributed Optimization Methods for a Multiagent System With Unknown Cost Function Autor Pang, Yipeng, Hu, Guoqiang

“… as compared with the doubly stochastic weighting matrix. Without the true gradient information, we establish asymptotic convergence to the approximated…”
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Distributed Push-Sum Algorithm for Multi-Agent optimization Via One-Point Gradient Estimator Autor Wang, Cong, Yuan, Deming, Zhang, Baoyong

“… We propose an efficient distributed optimization algorithm that is based on push-sum algorithm and one-point gradient estimator, which removes the needs for doubly stochastic weight matrix…”
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Push-Sum Distributed Online Optimization With Bandit Feedback Autor Wang, Cong, Xu, Shengyuan, Yuan, Deming, Zhang, Baoyong, Zhang, Zhengqiang

“… online convex optimization algorithm that achieves sublinear individual regret for every node is developed…”
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The identification of doubly stochastic circular image model Autor Krasheninnikov, Victor, Malenova, Olga, Subbotin, Alexey

“… In the present paper, autoregressive models of circular images are considered. To represent heterogeneous images with random heterogeneities, «doubly stochastic» models are used in which one or more images control the parameters of the resulting image. Pseudo-gradient algorithms for the modal identification are proposed. The conducted statistical modeling showed that these algorithms give good model identification…”
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Block-wise primal-dual algorithms for large-scale doubly penalized ANOVA modeling Autor Fu, Penghui, Tan, Zhiqiang

“… To facilitate large-scale training of DPAM using backfitting or block minimization, two suitable primal-dual algorithms are developed, including both batch and stochastic versions, for updating each…”
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Approximate Bayesian model inversion for PDEs with heterogeneous and state-dependent coefficients Autor Barajas-Solano, D.A., Tartakovsky, A.M.

“…We present two approximate Bayesian inference methods for parameter estimation in partial differential equation (PDE) models with space-dependent and…”
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Learning Deep Generative Models With Doubly Stochastic Gradient MCMC Autor Du, Chao, Zhu, Jun, Zhang, Bo

“… We present doubly stochastic gradient MCMC, a simple and generic method for (approximate) Bayesian inference of DGMs in a collapsed continuous parameter space…”
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High-Dimensional Nonconvex Stochastic Optimization by Doubly Stochastic Successive Convex Approximation Autor Mokhtari, Aryan, Koppel, Alec

“… We propose a Doubly Stochastic Successive Convex approximation scheme (DSSC) able to handle non-convex regularized expected risk minimization…”
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On the Use of the Doubly Stochastic Matrix Models for the Quadratic Assignment Problem Autor Santucci, Valentino, Ceberio, Josu

“… In this paper, we consider the Quadratic Assignment Problem (QAP) as a case study, and propose using Doubly Stochastic Matrices (DSMs…”
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