Multi-step gradient iterative algorithm

• Main Authors: HUA JUAN, WANG XIGANG, CHEN JING
• Format: Patent
• Language: Chinese; English
• Published: 28.08.2018
• Subjects: CALCULATING; COMPUTING; COUNTING; DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FORADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORYOR FORECASTING PURPOSES; ELECTRIC DIGITAL DATA PROCESSING; PHYSICS; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE,COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTINGPURPOSES, NOT OTHERWISE PROVIDED FOR

The invention provides a multi-step gradient iterative algorithm, which is fast in convergence speed and good in applicability. According to the method, the step size matrix matched with the vector dimension is provided for the parameter vectors, that is, the dimension of each parameter vector has an independent step length. The method has the advantages that the convergence speed is high, and theinitial value is not sensitive. 本发明提供了种多步长梯度迭代算法，该算法收敛速度快而且适用性好。本发明针对参数向量提出与向量维数匹配的步长矩阵，即每个参数向量中的维数都具有独立的步长，该方法收敛速度快，且对初值不敏感。