Titlebook: Stochastic Approximation: A Dynamical Systems Viewpoint; Vivek S. Borkar Textbook 2023Latest edition Hindustan Book Agency 2023 stochastic

预测

Decongestant

Multiple Timescales,In the preceding chapters, we have used a fixed stepsize schedule . for all components of the iterations in stochastic approximation. In the ‘o.d.e. approach’ to the analysis of stochastic approximation, these are viewed as discrete nonuniform time steps.

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Seminar

Stochastic Gradient Schemes,By far the most frequently applied instance of stochastic approximation is the stochastic gradient descent (or ascent) algorithm and its many variants. As the name suggests, these are noisy cousins of the eponymous algorithms from optimization that seek to minimize or maximize a given performance measure.

Conscientious

,Liapunov and Related Systems,We consider here algorithms which cannot be cast as stochastic gradient schemes, but have associated with their limiting (.-dimensional) o.d.e.

Jubilation

Vivek S. BorkarPresents a comprehensive view of the ODE-based approach for the analysis of stochastic approximation algorithms.Discusses important themes on stability tests, concentration bounds, and avoidance of tr

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