Stochastic optimization over continuous and discrete variables with applications to concept learning under noise

被引:7
作者
Rajaraman, K [1 ]
Sastry, PS
机构
[1] Kent Ridge Digital Labs, Singapore 119613, Singapore
[2] Indian Inst Sci, Dept Elect Engn, Bangalore 560012, Karnataka, India
来源
IEEE TRANSACTIONS ON SYSTEMS MAN AND CYBERNETICS PART A-SYSTEMS AND HUMANS | 1999年 / 29卷 / 06期
关键词
concept learning; learning automata; ODE analysis of learning algorithms; optimization; PAC learning; risk minimization;
D O I
10.1109/3468.798058
中图分类号
TP3 [计算技术、计算机技术];
学科分类号
0812 ;
摘要
We consider optimization problems where the objective function is defined over some continuous and some discrete variables, and only noise corrupted values of the objective function are observable, Such optimization problems occur naturally in PAC learning with noisy samples, We propose a stochastic learning algorithm based on the model of a hybrid team of learning automata involved in a stochastic game with incomplete information to solve this optimization problem and establish its convergence properties, We then illustrate an application of this automata model in learning a class of conjunctive logic expressions over both nominal and linear attributes under noise.
引用
收藏
页码:542 / 553
页数:12
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