Abstract
Big data applications demand efficient solvers capable of providing accurate solutions to large-scale problems at affordable computational costs. Processing data sequentially, online algorithms offer attractive means to deal with massive data sets. However, they may incur prohibitive complexity in high-dimensional scenarios if the entire data set is processed. It is therefore necessary to confine computations to an informative subset. While existing approaches have focused on selecting a prescribed fraction of the available data vectors, the present paper capitalizes on this degree of freedom to accelerate the convergence of a generic class of online algorithms in terms of processing time/computational resources by balancing the required burden with a metric of how informative each datum is. The proposed method is illustrated in a linear regression setting, and simulations corroborate the superior convergence rate of the recursive least-squares algorithm when the novel data selection is effected.
Original language | English (US) |
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Title of host publication | 2016 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2016 - Proceedings |
Publisher | Institute of Electrical and Electronics Engineers Inc. |
Pages | 6185-6189 |
Number of pages | 5 |
ISBN (Electronic) | 9781479999880 |
DOIs | |
State | Published - May 18 2016 |
Event | 41st IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2016 - Shanghai, China Duration: Mar 20 2016 → Mar 25 2016 |
Publication series
Name | ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings |
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Volume | 2016-May |
ISSN (Print) | 1520-6149 |
Other
Other | 41st IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2016 |
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Country/Territory | China |
City | Shanghai |
Period | 3/20/16 → 3/25/16 |
Bibliographical note
Publisher Copyright:© 2016 IEEE.
Keywords
- Big data
- adaptive data selection
- online learning
- stochastic approximation