Proceedings of the 9th International Conference on Neural Information Processing, 2002. ICONIP '02.
A popular strategy for dealing with large parameter estimation problems is to split the problem into manageable subproblems and solve them cyclically one by one until convergence. We address a well-known problem with this strategy, namely slow convergence under low noise. We propose using so called pattern searches which consist of a parameter-wise update phase followed by a line search. The search direction of the line search is computed by combining the individual updates of all subproblems.doi:10.1109/iconip.2002.1202223 fatcat:2zk2ankbifdelbudkltvni4kqu