eg-VSSA: An extragradient variable sample-size stochastic approximation scheme: Error analysis and complexity trade-offs.
Afrooz JalilzadehUday V. ShanbhagPublished in: WSC (2016)
Keyphrases
- sample size
- error analysis
- stochastic approximation
- trade off
- worst case
- monte carlo
- random sampling
- least squares
- model selection
- small sample
- upper bound
- statistical power
- variance reduction
- policy iteration
- error correction
- statistical hypothesis testing
- progressive sampling
- hyperparameters
- random sample
- theoretical guarantees
- data sets
- computational complexity
- data mining