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Online Learning Algorithm of Gaussian Process Based on Adaptive Natural Gradient for Regression

✍ Scribed by Shen, Qian Qian; Sun, Zong Hai

Book ID
111696673
Publisher
Trans Tech Publications, Ltd.
Year
2010
Tongue
English
Weight
152 KB
Volume
139-141
Category
Article
ISSN
1662-8958

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In this paper we present a new analysis of two algorithms, Gradient Descent and Exponentiated Gradient, for solving regression problems in the on-line framework. Both these algorithms compute a prediction that depends linearly on the current instance, and then update the coefficients of this linear