Quickest convergence of online algorithms via data selection
Big data applications demand efficient solvers capable of providing accurate solutions to large-scale problems at affordable computational costs. Processing data sequentially, online algorithms offer attractive means to deal with massive data sets. However, they may incur prohibitive complexity in h...
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Published in | 2016 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) pp. 6185 - 6189 |
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Main Authors | , , |
Format | Conference Proceeding Journal Article |
Language | English |
Published |
IEEE
01.03.2016
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Subjects | |
Online Access | Get full text |
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Summary: | Big data applications demand efficient solvers capable of providing accurate solutions to large-scale problems at affordable computational costs. Processing data sequentially, online algorithms offer attractive means to deal with massive data sets. However, they may incur prohibitive complexity in high-dimensional scenarios if the entire data set is processed. It is therefore necessary to confine computations to an informative subset. While existing approaches have focused on selecting a prescribed fraction of the available data vectors, the present paper capitalizes on this degree of freedom to accelerate the convergence of a generic class of online algorithms in terms of processing time/computational resources by balancing the required burden with a metric of how informative each datum is. The proposed method is illustrated in a linear regression setting, and simulations corroborate the superior convergence rate of the recursive least-squares algorithm when the novel data selection is effected. |
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Bibliography: | ObjectType-Article-2 SourceType-Scholarly Journals-1 ObjectType-Conference-1 ObjectType-Feature-3 content type line 23 SourceType-Conference Papers & Proceedings-2 |
ISSN: | 2379-190X |
DOI: | 10.1109/ICASSP.2016.7472866 |