Almost sure convergence of randomised‐difference descent algorithm for stochastic convex optimisation
Abstract Stochastic gradient descent algorithm is a classical and useful method for stochastic optimisation. While stochastic gradient descent has been theoretically investigated for decades and successfully applied in machine learning such as training of deep neural networks, it essentially relies...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2021-11-01
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| Series: | IET Control Theory & Applications |
| Subjects: | |
| Online Access: | https://doi.org/10.1049/cth2.12184 |