Time-Smoothed Gradients for Online Forecasting

Here, we study different update rules in stochastic gradient descent (SGD) for online forecasting problems. The selection of the learning rate parameter is critical in SGD. However, it may not be feasible to tune this parameter in online learning. Therefore, it is necessary to have an update rule th...

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Bibliographische Detailangaben

Hauptverfasser:	Zhu, Tianhao, Aydore, Sergul
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer Science - Learning Statistics - Machine Learning
Online-Zugang:	Volltext bestellen
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