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Malagò et al., 2015 - Google Patents

Information geometry of the Gaussian distribution in view of stochastic optimization

Malagò et al., 2015

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Document ID
7029891634371153008
Author
Malagò L
Pistone G
Publication year
Publication venue
Proceedings of the 2015 ACM Conference on Foundations of Genetic Algorithms XIII

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Snippet

We study the optimization of a continuous function by its stochastic relaxation, ie, the optimization of the expected value of the function itself with respect to a density in a statistical model. We focus on gradient descent techniques applied to models from the …
Continue reading at www.giannidiorestino.it (PDF) (other versions)

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