Particle filtering methods for stochastic optimization with application to large-scale empirical risk minimization
Bin Liu
Topics & Concepts
Mathematical optimizationComputer scienceStochastic gradient descentParticle filterBenchmark (surveying)MinificationProbabilistic logicLeverage (statistics)Rate of convergenceAlgorithmKalman filterMachine learningMathematicsArtificial intelligenceArtificial neural networkKey (lock)GeographyGeodesyComputer securityTarget Tracking and Data Fusion in Sensor NetworksBayesian Methods and Mixture ModelsGaussian Processes and Bayesian Inference