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arXiv 2302.06905cs.ITmath.IT
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混合族上的迭代最小化算法

Iterative minimization algorithm on a mixture family

Masahito Hayashi

AI总结:

本文推广了源于Arimoto-Blahut算法的迭代最小化算法,证明含近似迭代情形的收敛定理,并将其用于改进em算法及求解信息论问题。

摘要:

迭代最小化算法出现在包括机器学习、神经网络和信息论在内的各个领域。em算法是机器学习领域著名的迭代最小化算法之一,而Arimoto-Blahut算法则是信息论领域典型的迭代算法。然而,这两个主题长期以来一直被分开研究。本文中,我们对近期在Arimoto-Blahut算法背景下提出的一种算法进行了推广。随后,我们证明了多种收敛定理,其中一个涵盖了每个迭代步骤均近似完成的情形。此外,我们将该算法应用于em算法的目标问题,并提出了对其的改进。我们还将其应用于信息论中其他各种问题。

英文摘要:

Iterative minimization algorithms appear in various areas including machine learning, neural networks, and information theory.The em algorithm is one of the famous iterative minimization algorithms in the area of machine learning, and the Arimoto-Blahut algorithm is a typical iterative algorithm in the area of information theory.However, these two topics had been separately studied for a long time. In this paper, we generalize an algorithm that was recently proposed in the context of the Arimoto-Blahut algorithm.Then, we show various convergence theorems, one of which covers the case when each iterative step is done approximately.Also, we apply this algorithm to the target problem of the em algorithm, and propose its improvement. In addition, we apply it to other various problems in information theory.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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