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Convergence Rate of Incremental Gradient and Incremental Newton Methods.

Mert GürbüzbalabanAsuman E. OzdaglarPablo A. Parrilo
Published in: SIAM J. Optim. (2019)
Keyphrases
  • convergence rate
  • incremental learning
  • gradient method
  • learning rate
  • step size
  • convergence speed
  • learning algorithm
  • markov decision processes
  • mutation operator
  • variable step size