Online Learning With Inexact Proximal Online Gradient Descent Algorithms
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DOI: 10.1109/tsp.2018.2890368
Abstract: We consider nondifferentiable dynamic optimization problems such as those arising in robotics and subspace tracking. Given the computational constraints and the time-varying nature of the problem, a low-complexity algorithm is desirable, while the accuracy of… read more here.
Keywords: gradient descent; proximal online; online; inexact proximal ... See more keywords