Stochastic Approximation

  • DOWNTON F
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Abstract

Plan History and modern formulation of stochastic approximation theory In-depth look at stochastic gradient descent (SGD) Introduction to key ideas in stochastic approximation theory such as Lyapunov functions, quasimartingales, and also numerical solutions to differential equations.

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DOWNTON, F. (1969). Stochastic Approximation. Nature, 223(5213), 1393–1393. https://doi.org/10.1038/2231393a0

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