Statistical Inference for Polyak-Ruppert Averaged Zeroth-order Stochastic Gradient Algorithm.

Yanhao Jin Tesi Xiao Krishnakumar Balasubramanian

Published in: CoRR (2021)

Keyphrases

stochastic gradient
statistical inference
dynamic programming
monte carlo
learning algorithm
worst case
statistical learning
similarity measure
cost function
graphical models
particle swarm optimization
convergence rate