Stochastic Approximation: A Dynamical Systems Viewpoint
Produktnummer:
182b043103891742bf81ca9aee2e9f9e8d
| Autor: | Borkar, Vivek S. |
|---|---|
| Themengebiete: | ODE approach to stochastic approximation adaptive algorithms artificial intelligence control theory dynamical systems view of algorithms game theory learning algorithms probability theory sequential statistical methods stochastic approximation |
| Veröffentlichungsdatum: | 01.02.2024 |
| EAN: | 9789819982769 |
| Auflage: | 2 |
| Sprache: | Englisch |
| Seitenzahl: | 273 |
| Produktart: | Gebunden |
| Verlag: | Springer Singapore |
Produktinformationen "Stochastic Approximation: A Dynamical Systems Viewpoint"
This book serves as an advanced text for a graduate course on stochastic algorithms for the students of probability and statistics, engineering, economics and machine learning. This second edition gives a comprehensive treatment of stochastic approximation algorithms based on the ordinary differential equation (ODE) approach which analyses the algorithm in terms of a limiting ODE. It has a streamlined treatment of the classical convergence analysis and includes several recent developments such as concentration bounds, avoidance of traps, stability tests, distributed and asynchronous schemes, multiple time scales, general noise models, etc., and a category-wise exposition of many important applications. It is also a useful reference for researchers and practitioners in the field.
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