Stochastic gradient algorithm based on the average aggregate functions
Vestnik KRAUNC. Fiziko-matematičeskie nauki, no. 5 (2016), pp. 112-125 Cet article a éte moissonné depuis la source Math-Net.Ru

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The paper proposes a new scheme for the gradient solution to minimize losses averaged problem. It is an analog circuit used in the SAG algorithm in the case when the risk is calculated using the arithmetic mean. An illustrative example of the construction of robust classification based on the maximization of the surrogate median indentation.
Keywords: Empirical risk, classification problem, averaging aggregation function, gradient based algorithm.
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Z. M. Shibzukhov; M. A. Kazakov. Stochastic gradient algorithm based on the average aggregate functions. Vestnik KRAUNC. Fiziko-matematičeskie nauki, no. 5 (2016), pp. 112-125. http://geodesic.mathdoc.fr/item/VKAM_2016_5_a16/

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