A stochastic approximation algorithm with step-size adaptation

DOI10.1023/B:JOTH.0000013559.37579.B2zbMATH Open1061.62123MaRDI QIDQ1776271FDOQ1776271

Authors: Niranjan Chakravarthy 

Publication date: 23 May 2005

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

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Mathematics Subject Classification ID

Stochastic approximation (62L20)

Cited In (12)

• New stochastic approximation algorithms with adaptive step sizes
• Rates of convergence of adaptive step-size of stochastic approximation algorithms
• On the limitations of fixed‐step‐size adaptive methods with response confidence
• A stochastic algorithm using one sample point per iteration and diminishing step-sizes
• Adaptive stochastic gradient descent optimisation for image registration
• Linear Convergence of Comparison-based Step-size Adaptive Randomized Search via Stability of Markov Chains
• Optimal step sizes in semi-stochastic approximation procedures. I
• Optimal step sizes in semi-stochastic approximation procedures. II
• A stochastic quasi-Newton method for large-scale optimization
• Analysis of practical step size selection in stochastic approximation algorithms
• A stochastic approximation algorithm with multiplicative step size modification
• Strong representation of an adaptive stochastic approximation procedure

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