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Non-strongly-convex smooth stochastic approximation with convergence rate O(1/n)

Published on Nov 07, 20141995 Views

We consider the stochastic approximation problem where a convex function has to be minimized, given only the knowledge of unbiased estimates of its gradients at certain points, a framework which inclu

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Non-strongly-convex smooth stochastic approximation with convergence rate O(1/n)00:00
Large-scale supervised learning: Stochastic approximation00:00
Convex stochastic approximation: Existing work00:51
Provable convergence in O(1/n) for smooth functions02:02