惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

D
Docker
大猫的无限游戏
大猫的无限游戏
Jina AI
Jina AI
酷 壳 – CoolShell
酷 壳 – CoolShell
博客园 - 司徒正美
美团技术团队
雷峰网
雷峰网
阮一峰的网络日志
阮一峰的网络日志
WordPress大学
WordPress大学
T
Tailwind CSS Blog
U
Unit 42
C
Check Point Blog
S
SegmentFault 最新的问题
Martin Fowler
Martin Fowler
Stack Overflow Blog
Stack Overflow Blog
云风的 BLOG
云风的 BLOG
L
LangChain Blog
钛媒体:引领未来商业与生活新知
钛媒体:引领未来商业与生活新知
腾讯CDC
罗磊的独立博客
小众软件
小众软件
Recent Announcements
Recent Announcements
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
D
DataBreaches.Net

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Stochastic approximation in infinite dimensions
Rajeeva Laxman Karandikar, Bhamidi V Rao · 2024-02-27 · via math.ST updates on arXiv.org

Stochastic Approximation (SA) was introduced in the early 1950's and has been an active area of research for several decades. While the initial focus was on statistical questions, it was seen to have applications to signal processing, convex optimisation. %Over the last decade, there has been a revival of interest in SA as In later years SA has found application in Reinforced Learning (RL) and led to revival of interest. While bulk of the literature is on SA for the case when the observations are from a finite dimensional Euclidian space, there has been interest in extending the same to infinite dimension. Extension to Hilbert spaces is relatively easier to do, but this is not so when we come to a Banach space - since in the case of a Banach space, even {\em law of large numbers} is not true in general. We consider some cases where approximation works in a Banach space. Our framework includes case when the Banach space $\Bb$ is $\Cb([0,1],\R^d)$, as well as $Ł^1([0,1],\R^d)$, the two cases which do not even have the Radon-Nikodym property.