Asymptotic bias of stochastic gradient search
The asymptotic behavior of the stochastic gradient algorithm with a biased gradient estimator is analyzed. Relying on arguments based on differential geometry (Yomdin theorem and Lojasiewicz inequality), relatively tight bounds on the asymptotic bias of the iterates generated by such an algorithm ar...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
2011
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