Optimization in quaternion dynamic systems: gradient, Hessian, and learning algorithms
File(s)TNNLS-2014-P-3615.pdf (725.83 KB)
Accepted version
Author(s)
Xu, D
Xia, Y
Mandic, DP
Type
Journal Article
Abstract
The optimization of real scalar functions of quaternion variables, such as the mean square error or array output power, underpins many practical applications. Solutions typically require the calculation of the gradient and Hessian. However, real functions of quaternion variables are essentially nonanalytic, which are prohibitive to the development of quaternion-valued learning systems. To address this issue, we propose new definitions of quaternion gradient and Hessian, based on the novel generalized Hamilton-real (GHR) calculus, thus making a possible efficient derivation of general optimization algorithms directly in the quaternion field, rather than using the isomorphism with the real domain, as is current practice. In addition, unlike the existing quaternion gradients, the GHR calculus allows for the product and chain rule, and for a one-to-one correspondence of the novel quaternion gradient and Hessian with their real counterparts. Properties of the quaternion gradient and Hessian relevant to numerical applications are also introduced, opening a new avenue of research in quaternion optimization and greatly simplified the derivations of learning algorithms. The proposed GHR calculus is shown to yield the same generic algorithm forms as the corresponding real- and complex-valued algorithms. Advantages of the proposed framework are illuminated over illustrative simulations in quaternion signal processing and neural networks.
Date Issued
2015-06-16
Date Acceptance
2015-06-01
Citation
IEEE Transactions on Neural Networks and Learning Systems, 2015, 27 (2), pp.249-261
ISSN
2162-2388
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Start Page
249
End Page
261
Journal / Book Title
IEEE Transactions on Neural Networks and Learning Systems
Volume
27
Issue
2
Copyright Statement
© 2015 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.
Identifier
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000372020500005&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
Subjects
Science & Technology
Technology
Computer Science, Artificial Intelligence
Computer Science, Hardware & Architecture
Computer Science, Theory & Methods
Engineering, Electrical & Electronic
Computer Science
Engineering
Backpropagation
generalized Hamiltonreal (GHR) calculus
nonlinear adaptive filtering
quaternion gradient
quaternion least mean square (QLMS)
quaternion optimization
real-time recurrent learning
BACKPROPAGATION ALGORITHM
MULTILAYER PERCEPTRONS
COMPLEX-VARIABLES
NEURAL-NETWORK
LMS ALGORITHM
CLASSIFICATION
PREDICTION
MATRICES
OPERATOR
SIGNALS
Publication Status
Published