Title
Projection-Based Regularized Dual Averaging for Stochastic Optimization.
Abstract
We propose a novel stochastic-optimization framework based on the regularized dual averaging (RDA) method. The proposed approach differs from the previous studies of RDA in three major aspects. First, the squared-distance loss function to a “random” closed convex set is employed for stability. Second, a sparsity-promoting metric (used implicitly by a certain proportionate-type adaptive filtering a...
Year
DOI
Venue
2019
10.1109/TSP.2019.2908901
IEEE Transactions on Signal Processing
Keywords
Field
DocType
Measurement,Signal processing algorithms,Optimization,Handheld computers,Convergence,Estimation,Geometry
Convergence (routing),Stochastic optimization,Mathematical optimization,Orthographic projection,Regression,Algorithm,Convex set,Synthetic data,Regularization (mathematics),Smoothness,Mathematics
Journal
Volume
Issue
ISSN
67
10
1053-587X
Citations 
PageRank 
References 
0
0.34
0
Authors
2
Name
Order
Citations
PageRank
Asahi Ushio102.03
Masahiro Yukawa227230.44