Multidimensional optimization holds a central role in many machine learning problems. When a model quality functional is measured with an almost arbitrary external noise, it makes sense to use randomized optimization techniques. This paper deals with the problem of clustering of a Gaussian mixture model under unknown but bounded disturbances. We introduce a stochastic approximation algorithm with randomly perturbed input (like SPSA) to solve this problem. The proposed method is appropriate for the online learning with streaming data, and it has a high speed of convergence. We study the conditions of the SPSA clustering algorithm applicability and show illustrative examples.

Язык оригиналаАнглийский
Название основной публикации2017 IEEE CONFERENCE ON CONTROL TECHNOLOGY AND APPLICATIONS (CCTA 2017)
ИздательIEEE Canada
Страницы1740-1745
Число страниц6
СостояниеОпубликовано - 2017
Событие1st Annual IEEE Conference on Control Technology and Applications - Hawaii, Соединенные Штаты Америки
Продолжительность: 27 авг 201730 авг 2017

конференция

конференция1st Annual IEEE Conference on Control Technology and Applications
Страна/TерриторияСоединенные Штаты Америки
Период27/08/1730/08/17

ID: 32479432