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.
- To do later