Stochastic Approximation
Computing the Bias of Constant-step Stochastic Approximation with Markovian Noise
·2187 words·11 mins·
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Machine Learning
Stochastic Approximation
🏢 Univ. Grenoble Alpes and Inria
New method quantifies & reduces bias in constant-step stochastic approximation algorithms with Markovian noise, improving accuracy and efficiency.