Topic

# Rate of convergence

About: Rate of convergence is a(n) research topic. Over the lifetime, 31257 publication(s) have been published within this topic receiving 795334 citation(s). The topic is also known as: convergence rate.

##### Papers published on a yearly basis

##### Papers

More filters

•

01 Jan 2015TL;DR: This work introduces Adam, an algorithm for first-order gradient-based optimization of stochastic objective functions, based on adaptive estimates of lower-order moments, and provides a regret bound on the convergence rate that is comparable to the best known results under the online convex optimization framework.

Abstract: We introduce Adam, an algorithm for first-order gradient-based optimization of stochastic objective functions, based on adaptive estimates of lower-order moments. The method is straightforward to implement, is computationally efficient, has little memory requirements, is invariant to diagonal rescaling of the gradients, and is well suited for problems that are large in terms of data and/or parameters. The method is also appropriate for non-stationary objectives and problems with very noisy and/or sparse gradients. The hyper-parameters have intuitive interpretations and typically require little tuning. Some connections to related algorithms, on which Adam was inspired, are discussed. We also analyze the theoretical convergence properties of the algorithm and provide a regret bound on the convergence rate that is comparable to the best known results under the online convex optimization framework. Empirical results demonstrate that Adam works well in practice and compares favorably to other stochastic optimization methods. Finally, we discuss AdaMax, a variant of Adam based on the infinity norm.

78,539 citations

•

TL;DR: In this article, the adaptive estimates of lower-order moments are used for first-order gradient-based optimization of stochastic objective functions, based on adaptive estimate of lowerorder moments.

Abstract: We introduce Adam, an algorithm for first-order gradient-based optimization of stochastic objective functions, based on adaptive estimates of lower-order moments. The method is straightforward to implement, is computationally efficient, has little memory requirements, is invariant to diagonal rescaling of the gradients, and is well suited for problems that are large in terms of data and/or parameters. The method is also appropriate for non-stationary objectives and problems with very noisy and/or sparse gradients. The hyper-parameters have intuitive interpretations and typically require little tuning. Some connections to related algorithms, on which Adam was inspired, are discussed. We also analyze the theoretical convergence properties of the algorithm and provide a regret bound on the convergence rate that is comparable to the best known results under the online convex optimization framework. Empirical results demonstrate that Adam works well in practice and compares favorably to other stochastic optimization methods. Finally, we discuss AdaMax, a variant of Adam based on the infinity norm.

23,369 citations

••

General Motors

^{1}TL;DR: In this paper, the authors describe a general-purpose representation-independent method for the accurate and computationally efficient registration of 3D shapes including free-form curves and surfaces, based on the iterative closest point (ICP) algorithm, which requires only a procedure to find the closest point on a geometric entity to a given point.

Abstract: The authors describe a general-purpose, representation-independent method for the accurate and computationally efficient registration of 3-D shapes including free-form curves and surfaces. The method handles the full six degrees of freedom and is based on the iterative closest point (ICP) algorithm, which requires only a procedure to find the closest point on a geometric entity to a given point. The ICP algorithm always converges monotonically to the nearest local minimum of a mean-square distance metric, and the rate of convergence is rapid during the first few iterations. Therefore, given an adequate set of initial rotations and translations for a particular class of objects with a certain level of 'shape complexity', one can globally minimize the mean-square distance metric over all six degrees of freedom by testing each initial registration. One important application of this method is to register sensed data from unfixtured rigid objects with an ideal geometric model, prior to shape inspection. Experimental results show the capabilities of the registration algorithm on point sets, curves, and surfaces. >

15,673 citations

••

TL;DR: A new fast iterative shrinkage-thresholding algorithm (FISTA) which preserves the computational simplicity of ISTA but with a global rate of convergence which is proven to be significantly better, both theoretically and practically.

Abstract: We consider the class of iterative shrinkage-thresholding algorithms (ISTA) for solving linear inverse problems arising in signal/image processing. This class of methods, which can be viewed as an extension of the classical gradient algorithm, is attractive due to its simplicity and thus is adequate for solving large-scale problems even with dense matrix data. However, such methods are also known to converge quite slowly. In this paper we present a new fast iterative shrinkage-thresholding algorithm (FISTA) which preserves the computational simplicity of ISTA but with a global rate of convergence which is proven to be significantly better, both theoretically and practically. Initial promising numerical results for wavelet-based image deblurring demonstrate the capabilities of FISTA which is shown to be faster than ISTA by several orders of magnitude.

9,684 citations

••

TL;DR: In this article, an element-free Galerkin method which is applicable to arbitrary shapes but requires only nodal data is applied to elasticity and heat conduction problems, where moving least-squares interpolants are used to construct the trial and test functions for the variational principle.

Abstract: An element-free Galerkin method which is applicable to arbitrary shapes but requires only nodal data is applied to elasticity and heat conduction problems. In this method, moving least-squares interpolants are used to construct the trial and test functions for the variational principle (weak form); the dependent variable and its gradient are continuous in the entire domain. In contrast to an earlier formulation by Nayroles and coworkers, certain key differences are introduced in the implementation to increase its accuracy. The numerical examples in this paper show that with these modifications, the method does not exhibit any volumetric locking, the rate of convergence can exceed that of finite elements significantly and a high resolution of localized steep gradients can be achieved. The moving least-squares interpolants and the choices of the weight function are also discussed in this paper.

4,955 citations