Convergence of exponentiated gradient algorithms

This paper studies three related algorithms: the (traditional) gradient descent (GD) algorithm, the exponentiated gradient algorithm with positive and negative weights (EG/spl plusmn/ algorithm), and the exponentiated gradient algorithm with unnormalized positive and negative weights (EGU/spl plusmn...

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Bibliographic Details
Published in:	IEEE transactions on signal processing Vol. 49; no. 6; pp. 1208 - 1215
Main Authors:	Hill, S.I., Williamson, R.C.
Format:	Journal Article
Language:	English
Published:	New York, NY IEEE 01.06.2001 Institute of Electrical and Electronics Engineers The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:	Acoustic applications Algorithm design and analysis Algorithms Applied sciences Communities Convergence Detection, estimation, filtering, equalization, prediction Echo cancellers Exact sciences and technology Information, signal and communications theory Learning Learning theory Least squares approximation Mathematical analysis Mean square error methods Performance analysis Side effects Signal analysis Signal and communications theory Signal processing Signal processing algorithms Signal, noise Steady-state Telecommunications and information theory Algorithm performance Acoustic signal Signal processing Acoustic signal processing Room acoustics Echo suppression Learning algorithm Gradient method Mean square error Convergence speed
ISSN:	1053-587X, 1941-0476
Online Access:	Get full text
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