Stochastic Learning Rate Optimization in the Stochastic Approximation and Online Learning Settings.
Theodoros MamalisDusan M. StipanovicPetros G. VoulgarisPublished in: ACC (2022)
Keyphrases
- stochastic approximation
- learning rate
- online learning
- monte carlo
- learning algorithm
- convergence rate
- rapid convergence
- optimization algorithm
- convergence speed
- weight vector
- global optimization
- adaptive learning rate
- policy iteration
- reinforcement learning
- temporal difference learning
- differential evolution
- linear program