数理科学

L1-正则的最小二乘回归的加速随机梯度逼近算法

  • 程一元 ,
  • 费经泰
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  • 1. 巢湖学院数学与统计学院;2. 安徽建筑大学城市建设学院基础部
程一元(1992-),男,安徽安庆人,巢湖学院数学与统计学院助教,主要从事机器学习研究。

收稿日期: 2019-10-18

  网络出版日期: 2019-11-25

基金资助

安徽省高校青年人才支持项目(项目编号:gxyq2019082);巢湖学院校级科研项目(项目编号:XLY-201903);巢
湖学院省级大学生创新创业训练计划项目(项目编号:S201910380067)

On Accelerated Gradient Approximation for Least Square Regression with L1-regularization

  • CHENG Yi-yuan ,
  • FEI Jing-tai
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  • 1. School of Mathematics and Statistics, Chaohu University;2. Urban Construction College of AHJZU, Foundation department
CHENG Yi-yuan:School of Mathematics and Statistics, Chaohu University

Received date: 2019-10-18

  Online published: 2019-11-25

摘要

对随机优化算法的收敛速度问题进行深入研究,考虑目标函数由L1正则项组成的最小二乘回归问题,提出一个有效的加速随机逼近算法。基于一个非强凸性的条件和利用一个光滑函数近似L1 正则项,讨论了学习算法的收敛速度,并得到算法的收敛速度。该结论优于前人的收敛结果。

本文引用格式

程一元 , 费经泰 . L1-正则的最小二乘回归的加速随机梯度逼近算法[J]. 巢湖学院学报, 2019 , 21(6) : 70 -74 . DOI: 10.12152/j.issn.1672-2868.2019.06.010

Abstract

In this paper, we have in-depth and systematic research on the convergence rate of stochastic optimization problems; the least-square regression problem that the objective function consists of the L1 regular term is concerned and an effective accelerating stochastic approximation algorithm is proposed. Based on a non-strong convexity condition and using a smooth function to approximate the L1-regular term, the convergence speed of the learning algorithm is considered, and we obtain the convergence speed of the algorithm. This conclusion is superior to the previous convergence results.
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