cs.AI updates on arXiv.org 10月29日 12:33
新型GEG算法:镜像下降与Bregman散度应用
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本文提出并研究了一种新的广义指数梯度(GEG)算法,采用镜像下降(MD)更新,结合Bregman散度与对数变形作为链接函数,通过学习超参数以适应训练数据分布,优化梯度下降算法性能。

arXiv:2502.17500v2 Announce Type: replace-cross Abstract: IIn this paper we propose and investigate a new class of Generalized Exponentiated Gradient (GEG) algorithms using Mirror Descent (MD) updates, and applying the Bregman divergence with a two--parameter deformation of the logarithm as a link function. This link function (referred here to as the Euler logarithm) is associated with a relatively wide class of trace--form entropies. In order to derive novel GEG/MD updates, we estimate a deformed exponential function, which closely approximates the inverse of the Euler two--parameter deformed logarithm. The characteristic shape and properties of the Euler logarithm and its inverse--deformed exponential functions, are tuned by two hyperparameters. By learning these hyperparameters, we can adapt to the distribution of training data and adjust them to achieve desired properties of gradient descent algorithms. In the literature, there exist nowadays more than fifty mathematically well-established entropic functionals and associated deformed logarithms, so it is impossible to investigate all of them in one research paper. Therefore, we focus here on a class of trace-form entropies and the associated deformed two--parameters logarithms.

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GEG算法 镜像下降 Bregman散度 梯度下降 超参数学习
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