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JOURNALS // Vestnik KRAUNC. Fiziko-Matematicheskie Nauki // Archive

Vestnik KRAUNC. Fiz.-Mat. Nauki, 2016 Number 4-1(16), Pages 112–125 (Mi vkam186)

INFORMATION AND COMPUTATION TECHNOLOGIES

Stochastic gradient algorithm based on the average aggregate functions

Z. M. Shibzukhov, M. A. Kazakov

Institute of Applied Mathematics and Automation

Abstract: The paper proposes a new scheme for the gradient solution to minimize losses averaged problem. It is an analog circuit used in the SAG algorithm in the case when the risk is calculated using the arithmetic mean. An illustrative example of the construction of robust classification based on the maximization of the surrogate median indentation.

Keywords: Empirical risk, classification problem, averaging aggregation function, gradient based algorithm.

UDC: 519.7

MSC: 68T27

Received: 15.11.2016

DOI: 10.18454/2079-6641-2016-16-4-1-112-125



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