This paper introduces the fixed-point learning algorithm based on independent component analysis(ICA);the model and process of this algorithm and simulation results are *** was adopted as the estimation rule of *** re...
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This paper introduces the fixed-point learning algorithm based on independent component analysis(ICA);the model and process of this algorithm and simulation results are *** was adopted as the estimation rule of *** results of the experiment show that compared with the traditional ICA algorithm based on random grads,this algorithm has advantages such as fast convergence and no necessity for any dynamic parameter,*** algorithm is a highly efficient and reliable method in blind signal separation.
Compared with traditional learning criteria, such as minimum mean square error (MMSE), the minimum error entropy (MEE) criterion has received increasing attention in the domains of nonlinear and non-Gaussian signal pr...
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Compared with traditional learning criteria, such as minimum mean square error (MMSE), the minimum error entropy (MEE) criterion has received increasing attention in the domains of nonlinear and non-Gaussian signal processing and machine learning. Since the MEE criterion is shift-invariant, one has to add a bias to achieve zero-mean error over training datasets. Thus, a modification of the MEE called minimization of error entropy with fiducial points (MEEF) was proposed, which controls the bias for MEE in a more elegant and efficient way. In the present paper, we propose a fixed-point minimization of error entropy with fiducial points (MEEF-FP) as an alternative to the gradient based MEEF for training a linear-in-parameters (LIP) model because of its fast convergence speed, robustness and step-size free. Also, we provide a sufficient condition that guarantees the convergence of the MEEF-FP algorithm. Moreover, we develop a recursive MEEF-FP (RMEEF-FP) for online adaptive learning with low-complexity. Finally, illustrative examples are presented to show the excellent performance of the new methods.
fixed-point continuation (FPC) is an approach, based on operator-splitting and continuation, for solving minimization problems with l1-regularization:min ||x||1+uf(x).We investigate the application of this a...
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fixed-point continuation (FPC) is an approach, based on operator-splitting and continuation, for solving minimization problems with l1-regularization:min ||x||1+uf(x).We investigate the application of this algorithm to compressed sensing signal recovery, in which f(x) = 1/2||Ax-b||2M,A∈m×n and m≤n. In particular, we extend the original algorithm to obtain better practical results, derive appropriate choices for M and u under a given measurement model, and present numerical results for a variety of compressed sensing problems. The numerical results show that the performance of our algorithm compares favorably with that of several recently proposed algorithms.
Nonlinear matrix equation X - Sigma(m)(i=1) A(i)*X(-1)A(i) = Q has wide applications in control theory, dynamic planning, interpolation theory and random filtering. In this paper, a fixed-point accelerated iteration m...
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Nonlinear matrix equation X - Sigma(m)(i=1) A(i)*X(-1)A(i) = Q has wide applications in control theory, dynamic planning, interpolation theory and random filtering. In this paper, a fixed-point accelerated iteration method is proposed, and based on the basic characteristics of the Thompson distance, the convergence and error estimation of the proposed algorithm are proved. Numerical comparison experiments show that the proposed algorithm is feasible and effective.
We present a framework for solving the large-scale l(1)-regularized convex minimization problem: min parallel to x parallel to(1) + mu f(x). Our approach is based on two powerful algorithmic ideas: operator-splitting ...
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We present a framework for solving the large-scale l(1)-regularized convex minimization problem: min parallel to x parallel to(1) + mu f(x). Our approach is based on two powerful algorithmic ideas: operator-splitting and continuation. Operator-splitting results in a fixed-point algorithm for any given scalar mu;continuation refers to approximately following the path traced by the optimal value of x as mu increases. In this paper, we study the structure of optimal solution sets, prove finite convergence for important quantities, and establish q-linear convergence rates for the fixed-point algorithm applied to problems with f(x) convex, but not necessarily strictly convex. The continuation framework, motivated by our convergence results, is demonstrated to facilitate the construction of practical algorithms.
Compared with the MSE criterion, the generalized maximum correntropy (GMC) criterion shows a better robustness against impulsive noise. Some gradient based GMC adaptive algorithms have been derived and available for p...
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Compared with the MSE criterion, the generalized maximum correntropy (GMC) criterion shows a better robustness against impulsive noise. Some gradient based GMC adaptive algorithms have been derived and available for practice. But, the fixed-point algorithm on GMC has not yet been well studied in the literature. In this paper, we study a fixed-point GMC (FP-GMC) algorithm for linear regression, and derive a sufficient condition to guarantee the convergence of the FP-GMC. Also, we apply sliding-window and recursive methods to the FP-GMC to derive online algorithms for practice, these two called sliding-window GMC (SW-GMC) and recursive GMC (RGMC) algorithms, respectively. Since the solution of RGMC is not analyzable, we derive some approximations that fundamentally result in the poor convergence rate of the RGMC in non-stationary situations. To overcome this issue, we propose a novel robust filtering algorithm (termed adaptive convex combination of RGMC algorithms (AC-RGMC)), which relies on the convex combination of two RGMC algorithms with different memories. Moreover, by an efficient weight control method, the tracking performance of the AC-RGMC is further improved, and this new one is called AC-RGMC-C algorithm. The good performance of proposed algorithms are tested in plant identification scenarios with abrupt change under impulsive noise environment. (C) 2018 Published by Elsevier B.V.
We consider a class of complementarity problems involving functions which are nonlinear. In this paper we reformulate this nonlinear complementarity problem as a system of absolute value equations (which is nonsmooth)...
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We consider a class of complementarity problems involving functions which are nonlinear. In this paper we reformulate this nonlinear complementarity problem as a system of absolute value equations (which is nonsmooth). Then we propose a fixed-point method to solve this nonsmooth system. We prove that the proposed method is globally linearly convergent under a mild condition. The proposed method is greatly effective not only for small and medium size problems, but also for large and super-large scale problems. Especially, our method can efficiently solve super-large scale problems, with a million variables, in a few tens of minutes on a PC. (C) 2014 Elsevier Ltd. All rights reserved.
This work proposes block-coordinate fixedpointalgorithms with applications to nonlinear analysis and optimization in Hilbert spaces. The asymptotic analysis relies on a notion of stochastic quasi-Fejer monotonicity,...
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This work proposes block-coordinate fixedpointalgorithms with applications to nonlinear analysis and optimization in Hilbert spaces. The asymptotic analysis relies on a notion of stochastic quasi-Fejer monotonicity, which is thoroughly investigated. The iterative methods under consideration feature random sweeping rules to select arbitrarily the blocks of variables that are activated over the course of the iterations and they allow for stochastic errors in the evaluation of the operators. algorithms using quasi-nonexpansive operators or compositions of averaged nonexpansive operators are constructed, and weak and strong convergence results are established for the sequences they generate. As a by-product, novel block-coordinate operator splitting methods are obtained for solving structured monotone inclusion and convex minimization problems. In particular, the proposed framework leads to random block-coordinate versions of the Douglas-Rachford and forward-backward algorithms and of some of their variants. In the standard case of m = 1 block, our results remain new as they incorporate stochastic perturbations.
Combettes and Pesquet (SIAM J Optim 25:1221-1248,2015) investigated the almost sure weak convergence of block-coordinate fixedpointalgorithms and discussed their applications to nonlinear analysis and optimization. ...
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Combettes and Pesquet (SIAM J Optim 25:1221-1248,2015) investigated the almost sure weak convergence of block-coordinate fixedpointalgorithms and discussed their applications to nonlinear analysis and optimization. This algorithmic framework features random sweeping rules to select arbitrarily the blocks of variables that are activated over the course of the iterations and it allows for stochastic errors in the evaluation of the operators. The present paper establishes results on the mean-square and linear convergence of the iterates. Applications to monotone operator splitting and proximal optimization algorithms are presented.
In recent years, the sparse system identification (SSI) has received increasing attention, and various sparsity-aware adaptive algorithms based on the minimum mean square error (MMSE) criterion have been developed, wh...
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In recent years, the sparse system identification (SSI) has received increasing attention, and various sparsity-aware adaptive algorithms based on the minimum mean square error (MMSE) criterion have been developed, which are optimal under the assumption of Gaussian distributions. However, the Gaussian assumption does not always hold in real-world environments. The maximum correntropy criterion (MCC) is used to replace the MMSE criterion to suppress the heavy-tailed non-Gaussian noises. For some more complex non-Gaussian noises such as those from multimodal distributions, the minimum error entropy (MEE) criterion can outperform MCC although it is computationally somewhat more expensive. To improve the performance of SSI in non-Gaussian noises, in this brief we develop a class of sparsity-aware MEE algorithms with the fixedpoint iteration (MEE-FP) by incorporating the zero-attracting (l(1)-norm), reweighted zero-attracting (reweighted l(1)-norm) and correntropy induced metric (CIM) penalty terms into the cost function. The corresponding algorithms are termed as ZA-MEE-FP, RZA-MEE-FP, and CIM-MEE-FP, which can achieve better performance than the original MEE-FP algorithm and the MCC based sparsity-aware algorithms. Simulation results confirm the excellent performance of the new algorithms.
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