.png){kind=icon}
Return
Varying Infimum Gradient Descent Algorithm for Agent-Sever Systems Using Different Order Iterative Preconditioning Methods
.png){kind=icon}
PRE
AI
DOI：10.1109/TII.2021.3123304.png)
.png){kind=icon}
Original request for help.png){kind=icon}
Share.png){kind=icon}
Save
Abstract
En 中文
In the traditional gradient descent (T-GD) algorithm, the convergence rate is strongly depend on the condition number of the information matrix: a larger condition number leads to a poor optimal convergence factor infimum mu(op), which sets a convergence rate ceiling. That is, once the information matrix is fixed, the convergence factor of the T-GD algorithm reaches at most the infimum mu(op). This article studies a varying infimum gradient descent algorithm, which can move down the infimum by using different order iterative preconditioning methods, as follows: first, for infinite iterative algorithm, the infimum becomes smaller and smaller with the increased iteration numbers; second, for finite iterative algorithm, the infimum is equal to zero, and the parameter estimates can be obtained in only one iteration; third, construct an adaptive interval between zero and mu(op), which can establish a link between the least squares and T-GD algorithms. Based on the varying infimum gradient descent algorithm, researchers can adaptively choose preconditioning matrices for different kinds of models on a case by case basis. The convergence analysis and simulation examples show effectiveness of the proposed algorithms.
Keywords:
Agent-server system
convergence rate
gradient descent (GD) algorithm
preconditioning matrix
varying infimum
Journal
IF:
9.9
Papers:
8.6K
Citations:
6.0W
Organization
Cited Papers
ShareSaveShareSaveDeep convolutional neural network based on adaptive gradient optimizer for fault detection in SCIM.png)
ISA TRANSACTIONS
ISA TRANSACTIONSIF6.5
PREAI
ShareSaveShareSaveTemperature control for thermal treatment of aluminum alloy in a large-scale vertical quench furnace
PREAI
ShareSaveShareSaveShareSave
View more