Optimal non-asymptotic analysis of the Ruppert–Polyak averaging stochastic algorithm
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DOI: 10.1016/j.spa.2022.11.012
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- Godichon-Baggioni, Antoine, 2016. "Estimating the geometric median in Hilbert spaces with stochastic gradient algorithms: Lp and almost sure rates of convergence," Journal of Multivariate Analysis, Elsevier, vol. 146(C), pages 209-222.
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Keywords
Optimization; Averaging; Stochastic Gradient Descent;All these keywords.
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