Hyperparameter Learning in Robust Soft LVQ
نویسندگان
چکیده
We present a technique to extend Robust Soft Learning Vector Quantization (RSLVQ). This algorithm is derived from an explicit cost function and follows the dynamics of a stochastic gradient ascent. The RSLVQ cost function involves a hyperparameter which is kept fixed during training. We propose to adapt the hyperparameter based on the gradient information. Experiments on artificial and real life data show that the hyperparameter crucially influences the performance of RSLVQ. However, it is not possible to estimate the best value from the data prior to learning. We show that the proposed variant of RSLVQ is very robust with respect to the choice of the hyperparameter.
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