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Stochastic Mirror Descent: Convergence Analysis and Adaptive Variants via the Mirror Stochastic Polyak Stepsize.
Ryan D'Orazio
Nicolas Loizou
Issam H. Laradji
Ioannis Mitliagkas
Published in:
CoRR (2021)
Keyphrases
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convergence analysis
step size
search direction
convergence rate
optimization algorithm
temporal difference
global convergence
newton method