单位单纯形上的强凸随机在线优化及其在混合最小二乘回归中的应用
最优化与控制
2017-03-24 v2
摘要
在本文中，我们提出了一种新方法，通过非欧几里得设置下的随机在线镜像下降来获得混合最小二乘回归估计。
引用
@article{arxiv.1703.06770,
title = {Strongly convex stochastic online optimization on a unit simplex with application to the mixing least square regression},
author = {Anastasia Bayandina and Elena Chernousova and Alexander Gasnikov and Ekaterina Krymova},
journal= {arXiv preprint arXiv:1703.06770},
year = {2017}
}
备注
This paper has been withdrawn by the author due to a crucial error in Theorem 1 and in item 3