Efficient Implementation of Second-Order Stochastic Approximation Algorithms in High-Dimensional Problems

IEEE Transactions on Neural Networks and Learning Systems ◽

10.1109/tnnls.2019.2935455 ◽

2020 ◽

Vol 31 (8) ◽

pp. 3087-3099 ◽

Author(s):

Jingyi Zhu ◽

Long Wang ◽

James C. Spall

Keyword(s):

Approximation Algorithms ◽

Stochastic Approximation ◽

Efficient Implementation ◽

Second Order ◽

High Dimensional

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NN-approach to design of the optimal stochastic approximation algorithms

International Conference on Control '94 ◽

10.1049/cp:19940173 ◽

1994 ◽

Author(s):

A.V. Nazin

Keyword(s):

Approximation Algorithms ◽

Stochastic Approximation

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Necessary and sufficient conditions for convergence of stochastic approximation algorithms under arbitrary disturbances

Proceedings of 1995 34th IEEE Conference on Decision and Control ◽

10.1109/cdc.1995.479197 ◽

2002 ◽

Author(s):

S.R. Kulkarni ◽

C.S. Horn

Keyword(s):

Approximation Algorithms ◽

Stochastic Approximation ◽

Sufficient Conditions ◽

Necessary And Sufficient Conditions ◽

Sufficient Conditions For Convergence ◽

Necessary And Sufficient

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Linear and Nonlinear Stochastic Approximation Algorithms for Learning Systems

Pattern Recognition and Machine Learning ◽

10.1007/978-1-4615-7566-5_2 ◽

1971 ◽

pp. 18-28

Author(s):

Y. T. Chien

Keyword(s):

Approximation Algorithms ◽

Stochastic Approximation ◽

Learning Systems ◽

Linear And Nonlinear

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Randomized Difference Two-Timescale Simultaneous Perturbation Stochastic Approximation Algorithms for Simulation Optimization of Hidden Markov Models

10.21236/ada637176 ◽

2000 ◽

Author(s):

Shalabh Bhatnagar ◽

Michael C. Fu ◽

Steven I. Marcus ◽

Shashank Bhatnagar

Keyword(s):

Approximation Algorithms ◽

Hidden Markov Models ◽

Stochastic Approximation ◽

Markov Models ◽

Hidden Markov ◽

Simulation Optimization ◽

Simultaneous Perturbation Stochastic Approximation

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Formal analysis for practical gain sequence selection in recursive stochastic approximation algorithms

2013 47th Annual Conference on Information Sciences and Systems (CISS) ◽

10.1109/ciss.2013.6552320 ◽

2013 ◽

Author(s):

Qi Wang

Keyword(s):

Approximation Algorithms ◽

Stochastic Approximation ◽

Formal Analysis ◽

Sequence Selection

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Convergence Rates and Decoupling in Linear Stochastic Approximation Algorithms

SIAM Journal on Control and Optimization ◽

10.1137/14095707x ◽

2015 ◽

Vol 53 (3) ◽

pp. 1484-1508 ◽

Author(s):

Michael A. Kouritzin ◽

Samira Sadeghi

Keyword(s):

Approximation Algorithms ◽

Stochastic Approximation ◽

Convergence Rates

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Stochastic approximation algorithms: examples

Partially Observed Markov Decision Processes ◽

10.1017/cbo9781316471104.022 ◽

2016 ◽

pp. 380-424

Author(s):

Vikram Krishnamurthy

Keyword(s):

Approximation Algorithms ◽

Stochastic Approximation

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Stochastic approximation algorithms with constant step size whose average is cooperative

10.1214/aoap/1029962603 ◽

1999 ◽

Vol 9 (1) ◽

pp. 216-241 ◽

Author(s):

Michel Benaïm ◽

Morris W. Hirsch

Keyword(s):

Approximation Algorithms ◽

Stochastic Approximation ◽

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Machine Learning Approximation Algorithms for High-Dimensional Fully Nonlinear Partial Differential Equations and Second-order Backward Stochastic Differential Equations

Journal of Nonlinear Science ◽

10.1007/s00332-018-9525-3 ◽

2019 ◽

Vol 29 (4) ◽

pp. 1563-1619 ◽

Author(s):

Christian Beck ◽

Weinan E ◽

Arnulf Jentzen

Keyword(s):

Machine Learning ◽

Partial Differential Equations ◽

Approximation Algorithms ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Nonlinear Partial Differential Equations ◽

Backward Stochastic Differential Equations ◽

High Dimensional ◽

Partial Differential ◽

Fully Nonlinear

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The Compact Law of the Iterated Logarithm for Multivariate Stochastic Approximation Algorithms

Stochastic Analysis and Applications ◽

10.1081/sap-200044470 ◽

2005 ◽

Vol 23 (1) ◽

pp. 181-203

Author(s):

Abdelkader Mokkadem ◽

Mariane Pelletier

Keyword(s):

Approximation Algorithms ◽

Stochastic Approximation ◽

Iterated Logarithm

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