Generalized Exponentiated Gradient Algorithms and Their Application to On-Line Portfolio Selection
Sign Up to like & getrecommendations! Published in 2024 at "IEEE Access"
DOI: 10.1109/access.2024.3520389
Abstract: Stochastic gradient descent (SGD) and exponentiated gradient (EG) update methods are widely used in signal processing and machine learning. This study introduces a novel family of generalized Exponentiated Gradient updates (EGAB) derived from the alpha-beta… read more here.
Keywords: portfolio selection; exponentiated gradient; gradient; generalized exponentiated ... See more keywords