2 papers
cs.LG2025
Mirror Descent and Novel Exponentiated Gradient Algorithms Using Trace-Form Entropies and Deformed Logarithms
Andrzej Cichocki, Toshihisa Tanaka, Frank Nielsen +1
This paper introduces a broad class of Mirror Descent (MD) and Generalized Exponentiated Gradient (GEG) algorithms derived from trace-form entropies defined via deformed logarithms…
cs.LG2024
Generalized Exponentiated Gradient Algorithms and Their Application to On-Line Portfolio Selection
Andrzej Cichocki, Sergio Cruces, Auxiliadora Sarmiento +1
This paper introduces a novel family of generalized exponentiated gradient (EG) updates derived from an Alpha-Beta divergence regularization function. Collectively referred to as E…