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On stochastic gradient and subgradient methods with adaptive steplength sequences

Automatica, no. 1 (2012): 56-67

Cited by: 74|Views16
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Abstract

Traditionally, stochastic approximation (SA) schemes have been popular choices for solving stochastic optimization problems. However, the performance of standard SA implementations can vary significantly based on the choice of the steplength sequence, and in general, little guidance is provided about good choices. Motivated by this gap, w...More

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