A New Class of Incremental Gradient Methods for Least Squares Problems
نویسندگان
چکیده
منابع مشابه
A New Class of Incremental Gradient Methods for Least Squares Problems
The least mean squares (LMS) method for linear least squares problems differs from the steepest descent method in that it processes data blocks one-by-one, with intermediate adjustment of the parameter vector under optimization. This mode of operation often leads to faster convergence when far from the eventual limit and to slower (sublinear) convergence when close to the optimal solution. We e...
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The LMS method for linear least squares problems differs from the steepest descent method in that it processes data blocks one-by-one, with intermediate adjustment of the parameter vector under optimization. This mode of operation often leads to faster convergence when far from the eventual limit, and to slower (sublinear) convergence when close to the optimal solution. We embed both LMS and st...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 1997
ISSN: 1052-6234,1095-7189
DOI: 10.1137/s1052623495287022