Asymptotic bias of stochastic gradient search

DOI10.1214/16-AAP1272zbMath1387.49044arXiv1709.00291OpenAlexW2591423585MaRDI QIDQ1704136

Arnaud Doucet, Vladislav B. Tadić

Publication date: 8 March 2018

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.00291

zbMATH Keywords

chain-recurrenceLojasiewicz inequalitiesstochastic gradient searchbiased gradient estimationYomdin theorem

Mathematics Subject Classification ID

Numerical methods based on necessary conditions (49M05) Stochastic programming (90C15) Identification in stochastic control theory (93E12) Stochastic approximation (62L20) Stochastic learning and adaptive control (93E35)

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