


























Online averaged stochastic gradient algorithms are more and more studied since (i) they can deal quickly with large sample taking values in high dimensional spaces, (ii) they enable to treat data sequentially, (iii) they are known to be asymptotically efficient. In this paper, we focus on giving explicit bounds of the quadratic mean error of the estimates, and this, with very weak assumptions, i.e without supposing that the function we would like to minimize is strongly convex or admits a bounded gradient.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。