Stochastic Natural Gradient Descent by estimation of empirical covariances

Luigi Malagò, Matteo Matteucci, Giovanni Pistone. Stochastic Natural Gradient Descent by estimation of empirical covariances. In Proceedings of the IEEE Congress on Evolutionary Computation, CEC 2011, New Orleans, LA, USA, 5-8 June, 2011. pages 949-956, IEEE, 2011. [doi]

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