2023
DOI: 10.1155/2023/7527478
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Fractional Gradient Descent-Based Auxiliary Model Algorithm for FIR Models with Missing Data

Abstract: This study proposes a fractional gradient descent (FGD) algorithm for FIR models with missing data. By using the auxiliary model method, the missing data can be obtained. Then, the FGD algorithm is applied to update the parameters of the FIR models. Because of the fractional term in the conventional GD algorithm, the convergence rates of the GD algorithm can be increased. In addition, to avoid the step-size calculation, an Aitken FGD-based auxiliary model algorithm is also introduced. The convergence analysis … Show more

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Cited by 1 publication
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“…We can then proceed to compute the fractional gradient descent, post hoc, to a preliminary imputation step to estimate missing or latent data points 62 , 63 , 69 , 70 . We can combine a small learning rate with a constant (stochastic) or mini-batch update protocol concomitantly with several novel algorithmic approaches to accomplish these steps 62 , 63 , 69 , 70 , …”
Section: Resultsmentioning
confidence: 99%
“…We can then proceed to compute the fractional gradient descent, post hoc, to a preliminary imputation step to estimate missing or latent data points 62 , 63 , 69 , 70 . We can combine a small learning rate with a constant (stochastic) or mini-batch update protocol concomitantly with several novel algorithmic approaches to accomplish these steps 62 , 63 , 69 , 70 , …”
Section: Resultsmentioning
confidence: 99%