Abstract: A method of optimizing a function of a parameter includes associating, with an objective function for initial value of parameters, an auxiliary function of parameters that could be optimized computationally more efficiently than an original objective function, obtaining parameters that are optimum for the auxiliary function, obtaining updated parameters by taking a weighted sum of the optimum of the auxiliary function and initial model parameters.
Type:
Application
Filed:
April 2, 2008
Publication date:
October 8, 2009
Applicant:
International Buseinss Machines Corporation
Inventors:
Dimitri Kanevsky, David Nahamoo, Daniel Povey, Bhuvana Ramabhadran