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Discriminative Bayesian filtering lends momentum to the stochastic Newton method for minimizing log-convex functions

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Main Author: Michael C., Burkhart
Format: Book
Language:English
Published: Springer 2023
Subjects:
log-convex functions,
latent state-space model
Online Access:https://link.springer.com/article/10.1007/s11590-022-01895-5
https://dlib.phenikaa-uni.edu.vn/handle/PNK/7448
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spelling oai:localhost:PNK-74482023-04-03T08:16:22Z Discriminative Bayesian filtering lends momentum to the stochastic Newton method for minimizing log-convex functions Michael C., Burkhart log-convex functions, latent state-space model CC BY To minimize the average of a set of log-convex functions, the stochastic Newton method iteratively updates its estimate using subsampled versions of the full objective’s gradient and Hessian. We contextualize this optimization problem as sequential Bayesian inference on a latent state-space model with a discriminatively-specified observation process. Applying Bayesian filtering then yields a novel optimization algorithm that considers the entire history of gradients and Hessians when forming an update. 2023-04-03T08:16:22Z 2023-04-03T08:16:22Z 2022 Book https://link.springer.com/article/10.1007/s11590-022-01895-5 https://dlib.phenikaa-uni.edu.vn/handle/PNK/7448 en application/pdf Springer
institution Digital Phenikaa
collection Digital Phenikaa
language English
topic log-convex functions,
latent state-space model
spellingShingle log-convex functions,
latent state-space model
Michael C., Burkhart
Discriminative Bayesian filtering lends momentum to the stochastic Newton method for minimizing log-convex functions
description CC BY
format Book
author Michael C., Burkhart
author_facet Michael C., Burkhart
author_sort Michael C., Burkhart
title Discriminative Bayesian filtering lends momentum to the stochastic Newton method for minimizing log-convex functions
title_short Discriminative Bayesian filtering lends momentum to the stochastic Newton method for minimizing log-convex functions
title_full Discriminative Bayesian filtering lends momentum to the stochastic Newton method for minimizing log-convex functions
title_fullStr Discriminative Bayesian filtering lends momentum to the stochastic Newton method for minimizing log-convex functions
title_full_unstemmed Discriminative Bayesian filtering lends momentum to the stochastic Newton method for minimizing log-convex functions
title_sort discriminative bayesian filtering lends momentum to the stochastic newton method for minimizing log-convex functions
publisher Springer
publishDate 2023
url https://link.springer.com/article/10.1007/s11590-022-01895-5
https://dlib.phenikaa-uni.edu.vn/handle/PNK/7448
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score 8.891145

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