Online covariance estimation for stochastic gradient descent under Markovian sampling.
Abhishek RoyKrishnakumar BalasubramanianPublished in: CoRR (2023)
Keyphrases
- stochastic gradient descent
- online algorithms
- importance sampling
- online learning
- loss function
- least squares
- monte carlo
- matrix factorization
- step size
- learning algorithm
- pairwise
- random sampling
- multiple kernel learning
- markov chain
- lower bound
- random forests
- sample size
- particle filtering
- parameter estimation
- state space
- data points
- decision trees