坐标下降法

算法描述

${\displaystyle \mathbf {x} _{i}^{k+1}={\underset {y\in \mathbb {R} }{\operatorname {arg\,min} }}\;f(x_{1}^{k+1},...,x_{i-1}^{k+1},y,x_{i+1}^{k},...,x_{n}^{k});}$

${\displaystyle F(\mathbf {x} _{0})\geq F(\mathbf {x} _{1})\geq F(\mathbf {x} _{2})\geq \cdots ,}$

参考

1. ^ Hsieh, C. J.; Chang, K. W.; Lin, C. J.; Keerthi, S. S.; Sundararajan, S. Proceedings of the 25th international conference on Machine learning - ICML '08 (PDF): 408. 2008. ISBN 9781605582054. doi:10.1145/1390156.1390208. |chapter=被忽略 (帮助) 编辑
2. ^ Hsieh, C. J.; Dhillon, I. S. Proceedings of the 17th ACM SIGKDD international conference on Knowledge discovery and data mining - KDD '11 (PDF). 2011. ISBN 9781450308137. doi:10.1145/2020408.2020577. |chapter=被忽略 (帮助) 编辑
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