Stochastic gradient algorithm based on an improved higher order exponentiated error cost function

Umair Bin Mansoor; Syed Muhammad Asad; Azzedine Zerguine

doi:10.1109/ACSSC.2014.7094582

Stochastic gradient algorithm based on an improved higher order exponentiated error cost function

Umair Bin Mansoor, Syed Muhammad Asad, Azzedine Zerguine

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

4 Scopus citations

Abstract

We propose stochastic gradient algorithm based on exponentiated cost functions that employ higher order moments of the chosen error. Recently, such algorithms based on exponential dependence of squared of the error have attracted a lot of attention. It has been felt that such algorithms have only been tested in the Gaussian noise environment. Motivated by the performance of the least-mean-fourth algorithm in sub-Gaussian environments, we make use of the same strategy to come up with a new algorithm with superior convergence and steady-state performance. Simulations show promising results.

Original language	English
Title of host publication	Conference Record of the 48th Asilomar Conference on Signals, Systems and Computers
Editors	Michael B. Matthews
Publisher	IEEE Computer Society
Pages	900-903
Number of pages	4
ISBN (Electronic)	9781479982974
DOIs	https://doi.org/10.1109/ACSSC.2014.7094582
State	Published - 24 Apr 2015

Publication series

Name	Conference Record - Asilomar Conference on Signals, Systems and Computers
Volume	2015-April
ISSN (Print)	1058-6393

Bibliographical note

Publisher Copyright:
© 2014 IEEE.

ASJC Scopus subject areas

Signal Processing
Computer Networks and Communications

Access to Document

10.1109/ACSSC.2014.7094582

Cite this

Bin Mansoor, U., Asad, S. M., & Zerguine, A. (2015). Stochastic gradient algorithm based on an improved higher order exponentiated error cost function. In M. B. Matthews (Ed.), Conference Record of the 48th Asilomar Conference on Signals, Systems and Computers (pp. 900-903). Article 7094582 (Conference Record - Asilomar Conference on Signals, Systems and Computers; Vol. 2015-April). IEEE Computer Society. https://doi.org/10.1109/ACSSC.2014.7094582

Bin Mansoor, Umair ; Asad, Syed Muhammad ; Zerguine, Azzedine. / Stochastic gradient algorithm based on an improved higher order exponentiated error cost function. Conference Record of the 48th Asilomar Conference on Signals, Systems and Computers. editor / Michael B. Matthews. IEEE Computer Society, 2015. pp. 900-903 (Conference Record - Asilomar Conference on Signals, Systems and Computers).

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title = "Stochastic gradient algorithm based on an improved higher order exponentiated error cost function",

abstract = "We propose stochastic gradient algorithm based on exponentiated cost functions that employ higher order moments of the chosen error. Recently, such algorithms based on exponential dependence of squared of the error have attracted a lot of attention. It has been felt that such algorithms have only been tested in the Gaussian noise environment. Motivated by the performance of the least-mean-fourth algorithm in sub-Gaussian environments, we make use of the same strategy to come up with a new algorithm with superior convergence and steady-state performance. Simulations show promising results.",

author = "{Bin Mansoor}, Umair and Asad, {Syed Muhammad} and Azzedine Zerguine",

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Bin Mansoor, U, Asad, SM & Zerguine, A 2015, Stochastic gradient algorithm based on an improved higher order exponentiated error cost function. in MB Matthews (ed.), Conference Record of the 48th Asilomar Conference on Signals, Systems and Computers., 7094582, Conference Record - Asilomar Conference on Signals, Systems and Computers, vol. 2015-April, IEEE Computer Society, pp. 900-903. https://doi.org/10.1109/ACSSC.2014.7094582

Stochastic gradient algorithm based on an improved higher order exponentiated error cost function. / Bin Mansoor, Umair; Asad, Syed Muhammad; Zerguine, Azzedine.
Conference Record of the 48th Asilomar Conference on Signals, Systems and Computers. ed. / Michael B. Matthews. IEEE Computer Society, 2015. p. 900-903 7094582 (Conference Record - Asilomar Conference on Signals, Systems and Computers; Vol. 2015-April).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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AB - We propose stochastic gradient algorithm based on exponentiated cost functions that employ higher order moments of the chosen error. Recently, such algorithms based on exponential dependence of squared of the error have attracted a lot of attention. It has been felt that such algorithms have only been tested in the Gaussian noise environment. Motivated by the performance of the least-mean-fourth algorithm in sub-Gaussian environments, we make use of the same strategy to come up with a new algorithm with superior convergence and steady-state performance. Simulations show promising results.

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Bin Mansoor U, Asad SM, Zerguine A. Stochastic gradient algorithm based on an improved higher order exponentiated error cost function. In Matthews MB, editor, Conference Record of the 48th Asilomar Conference on Signals, Systems and Computers. IEEE Computer Society. 2015. p. 900-903. 7094582. (Conference Record - Asilomar Conference on Signals, Systems and Computers). doi: 10.1109/ACSSC.2014.7094582

Stochastic gradient algorithm based on an improved higher order exponentiated error cost function

Abstract

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ASJC Scopus subject areas

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