Title : ( Comparison of the Convergence Rates of the New Correntropy-Based Levenberg-Marquardt (CLM) Method and the Fixed-Point Maximum Correntropy (FP-MCC) Algorithm )
Authors: ahmad reza heravi , Ghosheh Abed Hodtani ,
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Abstract
Correntropy as an ecient information theoretic (ITL) criterion has been extensively applied in many non-Gaussian applications. In order to maximize correntropy, several optimization algorithms have been proposed. Fixed-point maximum correntropy (FP-MCC) and correntropy-based Levenberg- Marquardt (CLM) are the fastest of the proposed methods. As the convergence rate of these operational methods has not been studied before, in this paper we prove the ability of their quadratic convergence from a theoretical point of view, and establish the in uence of bandwidth on their convergence order. Then, theoretical results are validated through numerical experiments.
Keywords
, Correntropy Levenberg, Marquardt algorithm Fixed, point optimization Convergence rate Linear regression
@article{paperid:1064822,
author = {Heravi, Ahmad Reza and Abed Hodtani, Ghosheh},
title = {Comparison of the Convergence Rates of the New Correntropy-Based Levenberg-Marquardt (CLM) Method and the Fixed-Point Maximum Correntropy (FP-MCC) Algorithm},
journal = {Circuits, Systems and Signal Processing},
year = {2017},
volume = {37},
number = {7},
month = {October},
issn = {0278-081X},
pages = {2884--2910},
numpages = {26},
keywords = {Correntropy Levenberg-Marquardt algorithm Fixed-point
optimization Convergence rate Linear regression},
}
%0 Journal Article
%T Comparison of the Convergence Rates of the New Correntropy-Based Levenberg-Marquardt (CLM) Method and the Fixed-Point Maximum Correntropy (FP-MCC) Algorithm
%A Heravi, Ahmad Reza
%A Abed Hodtani, Ghosheh
%J Circuits, Systems and Signal Processing
%@ 0278-081X
%D 2017
