On the Convergence of Randomized Kaczmarz Algorithm in Hilbert Space

来源 :上海交通大学 | 被引量 : 0次 | 上传用户：clisav

【摘要】

：

【作者】

：

Xin Guo Junhong Lin Ding-Xuan Zhou

【机构】

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The Hong Kong Polytechnic University,Hong Kong LC

【出处】

：

上海交通大学

【发表日期】

：

2016年4期

【关键词】

：

randomized Kaczmarz algorithm online learning

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　　Randomized Kaczmarz algorithm was designed for solving linear equation systems.Inspired by the recent development of the analysis,we give the convergence of randomized Kaczmarz algorithm in Hilbert space.The analysis is then applied to online learning algorithms with kernels,and functional linear regression.

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On the Convergence of Randomized Kaczmarz Algorithm in Hilbert Space

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