We propose the multi-domain adaptive learning that enables us to find a point meeting possibly time-varying specifications simultaneously in multiple domains, e.g. space, time, frequency, etc. The novel concept is based on the idea of feasibility splitting - dealing with feasibility in each individual domain. We show that the adaptive projected subgradient method (Yamada, 2003) realizes the multi-domain adaptive learning by employing (i) a projected gradient operator with respect to a 'fixed' proximity function reflecting the time-invariant specifications and (ii) a subgradient projection with respect to 'time-varying' objective functions reflecting the time-varying specifications. The resulting algorithm is suitable for real-time implementation, because it requires no more than metric projections onto closed convex sets each of which accommodates the specification in each domain. A convergence analysis and numerical examples are presented.
|ジャーナル||IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences|
|出版ステータス||Published - 2010 2|
ASJC Scopus subject areas
- Signal Processing
- Computer Graphics and Computer-Aided Design
- Electrical and Electronic Engineering
- Applied Mathematics