Sciweavers

548 search results - page 73 / 110
» Optimization of Convex Risk Functions
Sort
View
ATAL
2010
Springer
13 years 11 months ago
Distributed multiagent learning with a broadcast adaptive subgradient method
Many applications in multiagent learning are essentially convex optimization problems in which agents have only limited communication and partial information about the function be...
Renato L. G. Cavalcante, Alex Rogers, Nicholas R. ...
SIAMJO
2000
101views more  SIAMJO 2000»
13 years 10 months ago
An Efficient Algorithm for Minimizing a Sum of p-Norms
We study the problem of minimizing a sum of p-norms where p is a fixed real number in the interval [1, ]. Several practical algorithms have been proposed to solve this problem. How...
Guoliang Xue, Yinyu Ye
TIP
2008
89views more  TIP 2008»
13 years 10 months ago
Optimal Denoising in Redundant Representations
Abstract--Image denoising methods are often designed to minimize mean-squared error (MSE) within the subbands of a multiscale decomposition. However, most high-quality denoising re...
Martin Raphan, Eero P. Simoncelli
IJCNN
2007
IEEE
14 years 4 months ago
Evaluation of Performance Measures for SVR Hyperparameter Selection
— To obtain accurate modeling results, it is of primal importance to find optimal values for the hyperparameters in the Support Vector Regression (SVR) model. In general, we sea...
Koen Smets, Brigitte Verdonk, Elsa Jordaan
TIT
1998
126views more  TIT 1998»
13 years 10 months ago
An Asymptotic Property of Model Selection Criteria
—Probability models are estimated by use of penalized log-likelihood criteria related to AIC and MDL. The accuracies of the density estimators are shown to be related to the trad...
Yuhong Yang, Andrew R. Barron