Lp and almost sure rates of convergence of averaged stochastic gradient algorithms: locally strongly convex objective

DOI10.1051/ps/2019011OpenAlexW2963190787MaRDI QIDQ5881051

Antoine Godichon-Baggioni

Publication date: 9 March 2023

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.05479

zbMATH Keywords

stochastic optimizationrobust statisticsaveragingstochastic gradient algorithm

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Stochastic approximation (62L20) Sequential estimation (62L12)

Related Items (6)

Optimal non-asymptotic analysis of the Ruppert-Polyak averaging stochastic algorithm ⋮ On the rates of convergence of parallelized averaged stochastic gradient algorithms ⋮ Convergence in quadratic mean of averaged stochastic gradient algorithms without strong convexity nor bounded gradient ⋮ On the asymptotic rate of convergence of stochastic Newton algorithms and their weighted averaged versions ⋮ Asymptotic distribution and convergence rates of stochastic algorithms for entropic optimal transportation between probability measures ⋮ An Efficient Stochastic Newton Algorithm for Parameter Estimation in Logistic Regressions

Uses Software

• robustbase

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