Rates of convergence of adaptive step-size of stochastic approximation algorithms
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Cites work
- scientific article; zbMATH DE number 3683489 (Why is no real title available?)
- scientific article; zbMATH DE number 48727 (Why is no real title available?)
- A Stochastic Approximation Method
- Acceleration of Stochastic Approximation by Averaging
- Analysis of recursive stochastic algorithms
- Analysis of stochastic gradient algorithms for linear regression problems
- Convergence of an adaptive linear estimation algorithm
- On positive real transfer functions and the convergence of some recursive schemes
- Rates of Convergence for Stochastic Approximation Type Algorithms
- Stochastic Approximation with Averaging of the Iterates: Optimal Asymptotic Rate of Convergence for General Processes
Cited in
(19)- Analysis of practical step size selection in stochastic approximation algorithms
- scientific article; zbMATH DE number 440564 (Why is no real title available?)
- Adaptive step size rules for stochastic optimization in large-scale learning
- Convergence properties and step size estimation for MLMS algorithm
- Linear Convergence of Comparison-based Step-size Adaptive Randomized Search via Stability of Markov Chains
- Decreasing step Stochastic algorithms: a.s. behaviour of weighted empirical measures
- A stochastic approximation algorithm with step-size adaptation
- Convergence rates and decoupling in linear stochastic approximation algorithms
- Rate of Convergence for Constrained Stochastic Approximation Algorithms
- scientific article; zbMATH DE number 4120105 (Why is no real title available?)
- New stochastic approximation algorithms with adaptive step sizes
- scientific article; zbMATH DE number 53162 (Why is no real title available?)
- Adaptive stepsizes for recursive estimation with applications in approximate dynamic programming
- On 'global convergence' of Steiglitz-McBride adaptive algorithm
- scientific article; zbMATH DE number 778098 (Why is no real title available?)
- An ODE method to prove the geometric convergence of adaptive stochastic algorithms
- Stochastic approximation with adaptive step sizes for optimization in noisy environment and its application in regression models
- Stabilization of stochastic approximation by step size adaptation
- Almost sure rate of convergence of the parameter estimates in stochastic approximation algorithm
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