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LMS Algorithm (1)

The LMS (Least Mean Squares) algorithm is an adaptive method used in signal processing and machine learning to minimize the error between desired and actual outputs. It involves steps such as defining input and weight vectors, calculating error signals, and using gradient descent for weight updates. Additionally, learning curves are discussed to track model performance, illustrating concepts like underfitting and overfitting.

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4 views

LMS Algorithm (1)

The LMS (Least Mean Squares) algorithm is an adaptive method used in signal processing and machine learning to minimize the error between desired and actual outputs. It involves steps such as defining input and weight vectors, calculating error signals, and using gradient descent for weight updates. Additionally, learning curves are discussed to track model performance, illustrating concepts like underfitting and overfitting.

Uploaded by

Stu udy
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Understanding the LMS Algorithm

The Least Mean Squares (LMS) algorithm is a powerful tool in signal


processing and machine learning. It's an adaptive algorithm that minimizes
the error between a desired output and the actual output of a system. This
presentation will delve into the workings of the LMS algorithm, its
applications, and the concept of learning curves.

DY Patil International University by Dr. Dipika Pradhan


Objective of the LMS Algorithm

Error Signal Mean Square Error (MSE)

The error signal, e(n), is the difference between the desired The goal of the LMS algorithm is to minimize the Mean
output, d(n), and the actual output, y(n). Square Error (MSE), which is the expected value of the
squared error signal.

DY Patil International University by Dr. Dipika Pradhan


LMS Algorithm Steps

Input and System Model


1
The input vector, x(n), and the weight vector, w(n), are defined. The
output, y(n), is calculated as the linear combination of inputs and
weights. Error Signal
2
The error signal, e(n), is calculated as the difference between the
desired output, d(n), and the actual output, y(n).
Objective Function
3
The objective is to minimize the cost function, J(w), which is the
mean square error.
Gradient Descent
4
Gradient descent is used to minimize J(w) by iteratively updating
the weights based on the gradient of the cost function.
Gradient Calculation
5
The gradient of J(w) is calculated, and an approximation is used
since the expected value of the error signal is not directly available.
Weight Update Rule
6
The weight update rule is derived by substituting the gradient
calculation into the gradient descent formula.

DY Patil International University by Dr. Dipika Pradhan


Summary of the LMS Algorithm

Initialization Iteration
1 2
The weights, w(0), are For each input, x(n), the
initialized. output, y(n), is calculated, the
error, e(n), is computed, and
the weights, w(n+1), are
updated.

Convergence
3
The algorithm continues until convergence or a stopping criterion is met.

DY Patil International University by Dr. Dipika Pradhan


DY Patil International University by Dr. Dipika Pradhan
Advantages and Applications
Advantages Applications

The LMS algorithm is simple to implement, computationally The LMS algorithm has a wide range of applications, including
efficient, and suitable for real-time applications. noise cancellation, echo cancellation, adaptive filtering, system
identification, and machine learning tasks.

DY Patil International University by Dr. Dipika Pradhan


Learning Curves: Understanding
Model Performance
Learning curves are graphs that show how a machine learning model
improves as it is trained. They provide insights into how well a model is
learning and help diagnose potential issues like underfitting or overfitting.

DY Patil International University by Dr. Dipika Pradhan


Mathematical Description of Learning Curves

Objective

1 To track the error or accuracy as training progresses.

Training Loss Curve

2 This curve shows how the error decreases as the model sees more
training data.

Validation Loss Curve


3
This curve tracks how well the model generalizes to unseen data.

DY Patil International University by Dr. Dipika Pradhan


Key Observations from Learning Curves

Underfitting Overfitting

Both training and validation losses Training loss is low, but validation
are high. loss is high.

Good Fit

Training and validation losses are


close and low.

DY Patil International University by Dr. Dipika Pradhan


LEARNING CURVES

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