An Introduction to Development of Centralized and Distributed Stochastic Approximation Algorithm with Expanding Truncations

The stochastic approximation algorithm (SAA), starting from the pioneer work by Robbins and Monro in 1950s, has been successfully applied in systems and control, statistics, machine learning, and so forth. In this paper, we will review the development of SAA in China, to be specific, the stochastic...

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Bibliographic Details

Published in:	Algorithms Vol. 14; no. 6; p. 174
Main Author:	Zhao, Wenxiao
Format:	Journal Article
Language:	English
Published:	Basel MDPI AG 01.06.2021
Subjects:	Algorithms Approximation centralized and distributed algorithm Differential equations expanding truncation technique Machine learning Mathematical analysis Noise Principal components analysis Probabilistic methods stochastic approximation algorithm
ISSN:	1999-4893, 1999-4893
Online Access:	Get full text
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