Open Problem—Adaptive Constant-Step Stochastic Approximation

DOI10.1287/STSY.2019.0046MaRDI QIDQ5113908zbMATH OpenOpenAlexFDO

Authors Raghu Pasupathy, Harsha Honnappa, Susan R. Hunter

Publication date 18 June 2020

Published in Stochastic Systems (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1287/stsy.2019.0046

zbMATH Keywords

controlmachine learningstochastic gradient descentstochastic networksstochastic optimization

Mathematics Subject Classification ID

Optimization of shapes other than minimal surfaces (49Q10) Stochastic approximation (62L20) Numerical mathematical programming methods (65K05)

Cites work

• A Stochastic Approximation Method
• scientific article; zbMATH DE number 5060482 (Why is no real title available?)
• Introduction to Stochastic Search and Optimization
• On Asymptotic Normality in Stochastic Approximation
• Optimization methods for large-scale machine learning
• Stochastic approximation and recursive algorithms and applications.

Cited in

(1)

• Introduction to the Applied Probability Society’s “Open Problems in Applied Probability” Session at the INFORMS Annual Meeting, Phoenix, Arizona, November 4–7, 2018

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