The minimum error entropy principle (MEE) is an alternative of the classical least squares for its robustness to non-Gaussian noise. This paper studies the gradient descent algorithm for MEE with a semi-supervised approach and distributed method, and shows that using the additional information of unlabeled data can enhance the learning ability of the distributed MEE algorithm. Our result proves that the mean squared error of the distributed gradient descent MEE algorithm can be minimax optimal for regression if the number of local machines increases polynomially as the total datasize.
Keywords: MEE algorithm; distributed method; gradient descent; information theoretical learning; reproducing kernel Hilbert spaces; semi-supervised approach.