Convergence of Recursive Stochastic Algorithms Using Wasserstein Divergence.
Abhishek GuptaWilliam B. HaskellPublished in: SIAM J. Math. Data Sci. (2021)
Keyphrases
- stochastic approximation
- data structure
- computational cost
- convergence rate
- theoretical analysis
- worst case
- learning algorithm
- stopping criteria
- linear programming
- dynamic programming
- machine learning algorithms
- orders of magnitude
- data mining algorithms
- bayesian networks
- computer vision
- theoretical justification
- update rule
- neural network
- convergence property