Information Technology Reference
In-Depth Information
linear
Figure 5.26 Line fitting for a noise variance of 0.5: plot of the index parameter (expressed
in decibels) for MCA EXIN
with hyperbolic
scheduling (blue). The values are averaged using a temporal mask with width equal to the
number of iterations up to a maximum of 500. ( See insert for color representation of the
figure .)
+
with linear scheduling (red) and MCA EXIN
+
line with respect to the tangent to the hyperbolic scheduling curve at the first
iteration. Figure 5.26 shows this comparison.
5.6.1 MCA EXIN
+
Flowchart
Goal: to find the minimum eigenvector x
(
t
)
of the matrix A .
Inputs:
1. η ( t ) : learning rate, decreasing to zero
2. x ( 0 ) : initial conditions (better as small as possible, but not null)
3. ζ ( t ) : GeTLS parameter, increasing from 0 to 1
4. a ( t ) :therowof A that is input at instant t
5. ε : stop threshold
6. t max : maximum number of iterations
Algorithm:
1. For each t
(a) Compute:
x ( t + 1 ) = x ( t ) η ( t ) γ ( t ) a ( t ) + ζ ( t ) η ( t ) γ
( t ) a ( t )
2
where
a T
( t ) x ( t )
1 ζ( t ) + ζ( t ) x T
γ ( t ) =
( t ) x ( t )
Search WWH ::




Custom Search