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Filter-Gradient-Decent

Update: This project also include the code for paper

Kalman Optimizer for Consistent Gradient Descent Xingyi Yang, (ICASSP2021) paper

Course project for ECE 251C UCSD. Code for paper,

Stochastic Gradient Variance Reduction by Solving a Filtering Problem

In this paper, we propose Filter Gradient Decent (FGD), an efficient stochastic optimization algorithm that make consistent estimation of the local gradient by solving an adaptive filtering problem with different design of filters.

Usage

  • To do later