Some Limit Properties of Markov Chains Induced by Recursive Stochastic Algorithms

IF 1.9 Q1 MATHEMATICS, APPLIED SIAM journal on mathematics of data science Pub Date : 2020-10-15 DOI:10.1137/19m1258104
Abhishek K. Gupta, Hao Chen, Jianzong Pi, Gaurav Tendolkar
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引用次数: 4

Abstract

Recursive stochastic algorithms have gained significant attention in the recent past due to data-driven applications. Examples include stochastic gradient descent for solving large-scale optimizati...
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由递推随机算法导出的马尔可夫链的一些极限性质
由于数据驱动的应用,递归随机算法在最近得到了极大的关注。例子包括解决大规模优化问题的随机梯度下降。
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