Keywords
stochastic algorithms; optimization; averaging;
Replaced by
Sébastien Gadat, and Fabien Panloup, “Optimal non-asymptotic analysis of the Ruppert-Polyak averaging stochastic algorithm”, Stochastic Processes and their Applications, vol. 156, February 2023, pp. 312–348.
Reference
Sébastien Gadat, and Fabien Panloup, “Optimal non-asymptotic analysis of the Ruppert-Polyak averaging stochastic algorithm”, TSE Working Paper, n. 17-856, October 2017, revised February 2022.
See also
Published in
TSE Working Paper, n. 17-856, October 2017, revised February 2022