Multiplicative nonholonomic/Newton-like algorithm
نویسندگان
چکیده
منابع مشابه
Multiplicative Nonholonomic/Newton -like Algorithm
We construct new algorithms from scratch, which use the fourth order cumulant of stochastic variables for the cost function. The multiplicative updating rule here constructed is natural from the homogeneous nature of the Lie group and has numerous merits for the rigorous treatment of the dynamics. As one consequence, the second order convergence is shown. For the cost function, functions invari...
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Professors Greenwald and Oyakawa 2017-04-19 In these notes, we improve on the basic expert advice algorithms previously introduced. The basis for this technique is that we give each expert a weight, which influences how much sway she has in the algorithm’s decision. An expert who is wrong will frequently have her weight reduced and will therefore have less of an impact on the algorithm’s decisi...
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We construct solutions to vector valued Burgers type equations perturbed by a multiplicative space-time white noise in one space dimension. Due to the roughness of the driving noise, solutions are not regular enough to be amenable to classical methods. We use the theory of controlled rough paths to give a meaning to the spatial integrals involved in the definition of a weak solution. Subject to...
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In the next two lectures, we will present an alternative algorithm for solving LPs and SDPs. Multiplicative weights is a term for the simple iterative rule underlying these algorithms; it is known by different names in the various fields where it was (re)discovered. The detailed content can be found in a survey by Arora, Hazan and Kale [AHK05]; and our discussion is mainly based on their treatm...
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ژورنال
عنوان ژورنال: Chaos, Solitons & Fractals
سال: 2001
ISSN: 0960-0779
DOI: 10.1016/s0960-0779(00)00077-1