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Incremental Expectation Maximization (EM) algorithms were introduced to design EM for the large scale learning framework by avoiding the full data set to be processed at each iteration. Nevertheless, these algorithms all assume that the conditional expectations of the sufficient statistics are explicit. In this paper, we propose a novel algorithm named Perturbed Prox-Preconditioned SPIDER (3P-SPIDER), which builds on the Stochastic Path Integral Differential EstimatoR EM (SPIDER-EM) algorithm. The 3P-SPIDER algorithm addresses many intractabilities of the E-step of EM; it also deals with non-smooth regularization and convex constraint set. Numerical experiments show that 3P-SPIDER outperforms other incremental EM methods and discuss the role of some design parameters.
A novel algorithm named Perturbed Prox-Preconditioned SPIDER (3P-SPIDER) is introduced. It is a stochastic variancereduced proximal-gradient type algorithm built on Stochastic Path Integral Differential EstimatoR (SPIDER), an algorithm known to achie
We address the problem of sequentially selecting and observing processes from a given set to find the anomalies among them. The decision-maker observes one process at a time and obtains a noisy binary indicator of whether or not the corresponding pro
Radio signal classification has a very wide range of applications in the field of wireless communications and electromagnetic spectrum management. In recent years, deep learning has been used to solve the problem of radio signal classification and ha
With the depletion of spectrum, wireless communication systems turn to exploit large antenna arrays to achieve the degree of freedom in space domain, such as millimeter wave massive multi-input multioutput (MIMO), reconfigurable intelligent surface a
This paper has been withdrawn by the author. This draft is withdrawn for its poor quality in english, unfortunately produced by the author when he was just starting his science route. Look at the ICML version instead: http://icml2008.cs.helsinki.fi/papers/111.pdf