On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions
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DOI: 10.1007/s10589-022-00442-3
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References listed on IDEAS
- Bolte, Jérôme & Castera, Camille & Pauwels, Edouard & Févotte, Cédric, 2019. "An Inertial Newton Algorithm for Deep Learning," TSE Working Papers 19-1043, Toulouse School of Economics (TSE).
- Pelletier, Mariane, 1998. "On the almost sure asymptotic behaviour of stochastic algorithms," Stochastic Processes and their Applications, Elsevier, vol. 78(2), pages 217-244, November.
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Stochastic optimization; Newton algorithm; Averaged stochastic algorithm; Online learning;All these keywords.
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