Efficiency of the stochastic approximation method (Q2853274)
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scientific article; zbMATH DE number 6217219
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| English | Efficiency of the stochastic approximation method |
scientific article; zbMATH DE number 6217219 |
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Efficiency of the stochastic approximation method (English)
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18 October 2013
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step length
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efficiency of the stochastic methods
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noise
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The author presents a set of sufficient conditions for almost sure convergence of stochastic approximation method, with emphasis on the condition that refers to the step length. Next, he analyses of choice of the coefficients that generate step length, in order to achieve better performance of the algorithm. Numerical results in Matlab are also presented, which justify the proposed choice of coefficients.
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0.807481586933136
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0.8002417087554932
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0.7949090003967285
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0.782232940196991
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