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• W1617034524 abstract "The convergence rate of stochastic gradient search is analyzed in this paper. Using arguments based on differential geometry and Lojasiewicz inequalities, tight bounds on the convergence rate of general stochastic gradient algorithms are derived. As opposed to the existing results, the results presented in this paper allow the objective function to have multiple, non-isolated minima, impose no restriction on the values of the Hessian (of the objective function) and do not require the algorithm estimates to have a single limit point. Applying these new results, the convergence rate of recursive prediction error identification algorithms is studied. The convergence rate of supervised and temporal-difference learning algorithms is also analyzed using the results derived in the paper." @default.
• W1617034524 created "2016-06-24" @default.
• W1617034524 creator A5075157489 @default.
• W1617034524 date "2009-04-27" @default.
• W1617034524 modified "2023-09-27" @default.
• W1617034524 title "Convergence Rate of Stochastic Gradient Search in the Case of Multiple and Non-Isolated Minima" @default.
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