A stochastic conjugate gradient method for the approximation of functions

DOI10.1016/J.CAM.2011.12.012zbMATH Open1242.65027arXiv1302.1945OpenAlexW2013260992MaRDI QIDQ765306FDOQ765306

Authors: Hong Jiang, Paul Wilford 

Publication date: 19 March 2012

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Abstract: A stochastic conjugate gradient method for approximation of a function is proposed. The proposed method avoids computing and storing the covariance matrix in the normal equations for the least squares solution. In addition, the method performs the conjugate gradient steps by using an inner product that is based stochastic sampling. Theoretical analysis shows that the method is convergent in probability. The method has applications in such fields as predistortion for the linearization of power amplifiers.

Full work available at URL: https://arxiv.org/abs/1302.1945

Recommendations

• scientific article; zbMATH DE number 3922382
• Stochastic approximation method with gradient averaging for unconstrained problems
• Stochastic intermediate gradient method for convex optimization problems
• scientific article
• A conjugate gradient sampling method for nonsmooth optimization
• A linearly convergent stochastic recursive gradient method for convex optimization
• scientific article; zbMATH DE number 21026
• The approximation of generalized stochastic gradients of random regular functions
• A Globally Convergent Stochastic Approximation

zbMATH Keywords

convergenceleast squares solutionapproximation of functionsconvergence in probabilityleast squares problemstochastic samplingnormal equationpolynomial predistortionpower amplifier linearizationstochastic conjugate gradient method

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Iterative numerical methods for linear systems (65F10) Algorithms for approximation of functions (65D15)

Cites Work

• Title not available (Why is that?)
• Multivariate regression and machine learning with sums of separable functions
• A Generalized Memory Polynomial Model for Digital Predistortion of RF Power Amplifiers
• Title not available (Why is that?)
• A stochastic approximation frame algorithm with adaptive directions
• Fast Curvature Matrix-Vector Products for Second-Order Gradient Descent
• A simple strategy for varying the restart parameter in GMRES\((m)\)
• Orthogonal Polynomials for Complex Gaussian Processes
• Analysis of conjugate gradient algorithms for adaptive filtering.

Cited In (7)

• Title not available (Why is that?)
• Gradient-based iterative identification for Wiener nonlinear dynamic systems with moving average noises
• Gradient-Based Discrete-Time Concurrent Learning for Standalone Function Approximation
• An online conjugate gradient algorithm for large-scale data analysis in machine learning
• Title not available (Why is that?)
• The conjugate gradient method for computing all the extremal stationary probability vectors of a stochastic matrix
• A linearly convergent stochastic recursive gradient method for convex optimization

This page was built for publication: A stochastic conjugate gradient method for the approximation of functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q765306)